+113.0%
VWO vs ARES
+979.8%
-866.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.8% | -6.1% | +4.3% | -0.3% |
| 30D | -0.1% | -7.5% | +7.4% | +1.7% |
| 3M | +2.2% | +0.1% | +2.1% | +1.7% |
| 6M | +8.8% | +30.3% | -21.5% | +0.8% |
| YTD | +12.4% | -16.6% | +29.0% | +15.6% |
| 1Y | +15.6% | -26.1% | +41.7% | +22.1% |
| 3Y | +62.5% | +36.4% | +26.1% | +41.3% |
| 5Y | +34.3% | +95.0% | -60.7% | +2.5% |
| All | +113.0% | +979.8% | -866.8% | +17.3% |
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