+35.0%
UL vs ARES
+43.8%
-8.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +8.1% | -5.6% | +2.4% |
| 30D | +6.8% | +18.9% | -12.2% | +6.4% |
| 3M | +5.7% | +2.3% | +3.4% | +5.6% |
| 6M | +15.9% | +12.7% | +3.2% | +15.7% |
| YTD | +4.3% | -10.8% | +15.0% | +3.9% |
| 1Y | -0.4% | -5.3% | +4.9% | -0.7% |
| 3Y | +35.0% | +42.0% | -7.1% | +29.5% |
| All | +35.0% | +43.8% | -8.8% | +29.5% |
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