+96.5%
UL vs ARES
+1,196.0%
-1,099.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.3% | -1.7% | +0.3% | -1.2% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | +17.6% | +8.5% | +9.1% | +16.2% |
| 6M | -5.4% | +23.5% | -28.8% | -8.2% |
| YTD | +0.7% | -11.2% | +11.9% | +1.3% |
| 1Y | -9.3% | -19.3% | +10.0% | -7.8% |
| 3Y | +24.5% | +48.7% | -24.1% | +13.4% |
| 5Y | +23.2% | +106.5% | -83.3% | +4.6% |
| 10Y | +64.5% | +1,055.3% | -990.9% | +11.2% |
| All | +96.5% | +1,196.0% | -1,099.5% | +27.9% |
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