+146.4%
VXUS vs ARES
+1,045.9%
-899.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +1.0% | +1.3% | -0.3% | +0.5% |
| 3M | +5.7% | +10.4% | -4.7% | +2.5% |
| 6M | +13.6% | +29.0% | -15.4% | +5.1% |
| YTD | +17.4% | -12.2% | +29.6% | +19.4% |
| 1Y | +25.1% | -18.4% | +43.5% | +29.1% |
| 3Y | +75.8% | +43.2% | +32.7% | +50.1% |
| 5Y | +55.4% | +102.6% | -47.2% | +16.5% |
| 10Y | +146.4% | +1,029.6% | -883.2% | +30.1% |
| All | +146.4% | +1,045.9% | -899.5% | +30.1% |
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 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