+104.3%
UL vs ARES
+1,157.9%
-1,053.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +4.5% | +19.7% | -15.2% | +2.3% |
| 3M | +6.5% | -9.0% | +15.5% | +7.5% |
| 6M | +18.2% | +11.5% | +6.6% | +16.2% |
| YTD | +4.7% | -13.8% | +18.5% | +5.6% |
| 1Y | +0.8% | -5.6% | +6.4% | +0.4% |
| 3Y | +35.9% | +36.1% | -0.2% | +25.4% |
| 5Y | +33.4% | +82.7% | -49.3% | +15.2% |
| 10Y | +106.9% | +1,101.7% | -994.8% | +39.4% |
| All | +104.3% | +1,157.9% | -1,053.6% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling