+23.9%
UL vs ARES
+47.3%
-23.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +0.9% | +1.3% | -0.4% | +0.9% |
| 3M | +14.2% | +10.4% | +3.9% | +14.2% |
| 6M | -3.2% | +29.0% | -32.2% | -3.3% |
| YTD | -0.3% | -12.2% | +11.9% | -0.5% |
| 1Y | -8.8% | -18.4% | +9.7% | -8.9% |
| 3Y | +23.9% | +43.2% | -19.3% | +20.3% |
| All | +23.9% | +47.3% | -23.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling