+109.1%
VWO vs ARES
+1,142.5%
-1,033.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | +0.2% | -2.7% | +2.8% | +0.8% |
| 30D | +0.9% | -2.4% | +3.3% | +1.3% |
| 3M | +4.3% | +3.9% | +0.3% | +2.9% |
| 6M | +10.5% | +26.4% | -15.8% | +3.7% |
| YTD | +13.4% | -14.9% | +28.2% | +15.9% |
| 1Y | +18.6% | -20.4% | +39.0% | +22.6% |
| 3Y | +65.8% | +38.8% | +27.0% | +45.5% |
| 5Y | +35.2% | +97.0% | -61.8% | +5.7% |
| 10Y | +116.6% | +999.8% | -883.2% | +19.8% |
| All | +109.1% | +1,142.5% | -1,033.4% | +10.1% |
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