+506.9%
VUG vs ARES
+1,145.6%
-638.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.8% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -7.3% | +15.3% | -22.6% | -11.8% |
| 3M | -4.2% | -5.4% | +1.1% | -2.9% |
| 6M | -1.6% | +10.0% | -11.6% | -5.7% |
| YTD | +4.9% | -14.7% | +19.6% | +7.7% |
| 1Y | +3.8% | -9.7% | +13.5% | +4.3% |
| 3Y | +79.4% | +35.8% | +43.6% | +52.9% |
| 5Y | +63.9% | +80.9% | -17.0% | +23.7% |
| 10Y | +404.0% | +1,089.9% | -685.9% | +150.9% |
| All | +506.9% | +1,145.6% | -638.6% | +193.1% |
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