+103.5%
UL vs ARES
+1,202.8%
-1,099.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +8.1% | -5.6% | +1.6% |
| 30D | +6.8% | +18.9% | -12.2% | +4.6% |
| 3M | +5.7% | +2.3% | +3.4% | +5.3% |
| 6M | +15.9% | +12.7% | +3.2% | +13.8% |
| YTD | +4.3% | -10.8% | +15.0% | +4.7% |
| 1Y | -0.4% | -5.3% | +4.9% | -0.8% |
| 3Y | +35.0% | +42.0% | -7.1% | +23.8% |
| 5Y | +31.6% | +88.3% | -56.7% | +13.2% |
| 10Y | +104.6% | +1,148.2% | -1,043.6% | +37.3% |
| All | +103.5% | +1,202.8% | -1,099.3% | +32.2% |
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