+139.4%
VXUS vs ARES
+1,196.0%
-1,056.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | +2.2% | +0.3% | +1.9% | +2.0% |
| 3M | +3.0% | +8.5% | -5.5% | +0.5% |
| 6M | +10.7% | +23.5% | -12.8% | +4.0% |
| YTD | +17.8% | -11.2% | +29.1% | +19.4% |
| 1Y | +27.6% | -19.3% | +46.9% | +31.7% |
| 3Y | +73.3% | +48.7% | +24.6% | +48.7% |
| 5Y | +54.3% | +106.5% | -52.2% | +18.5% |
| 10Y | +149.8% | +1,055.3% | -905.5% | +35.0% |
| All | +139.4% | +1,196.0% | -1,056.6% | +23.6% |
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