+530.9%
VUG vs ARES
+1,196.0%
-665.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.1% | -1.7% | +1.6% | +0.4% |
| 30D | -0.3% | +0.3% | -0.6% | -0.6% |
| 3M | -0.7% | +8.5% | -9.2% | -3.9% |
| 6M | +14.6% | +23.5% | -8.8% | +5.3% |
| YTD | +9.0% | -11.2% | +20.2% | +10.9% |
| 1Y | +14.9% | -19.3% | +34.2% | +20.0% |
| 3Y | +86.0% | +48.7% | +37.4% | +54.2% |
| 5Y | +76.7% | +106.5% | -29.8% | +28.6% |
| 10Y | +411.3% | +1,055.3% | -644.0% | +153.6% |
| All | +530.9% | +1,196.0% | -665.1% | +201.8% |
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