-46.6%
VG vs ARES
-25.0%
-21.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.8% |
| 7D | +5.5% | +0.8% | +4.7% | +5.3% |
| 30D | -3.6% | +16.7% | -20.3% | -7.9% |
| 3M | -4.0% | -2.6% | -1.4% | -3.7% |
| 6M | +9.4% | +13.0% | -3.6% | +2.2% |
| YTD | +86.6% | -11.7% | +98.4% | +100.4% |
| 1Y | +69.5% | -6.7% | +76.2% | +72.5% |
| All | -46.6% | -25.0% | -21.6% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling