+35.4%
ARES vs XLRE
+30.1%
+5.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.2% |
| 7D | -7.7% | -2.7% | -5.0% | -5.7% |
| 30D | -8.7% | -2.3% | -6.4% | -7.0% |
| 3M | +2.8% | -3.5% | +6.3% | +5.5% |
| 6M | +23.1% | +1.9% | +21.2% | +20.9% |
| YTD | -17.3% | +8.3% | -25.6% | -22.5% |
| 1Y | -24.3% | +6.4% | -30.7% | -28.1% |
| All | +35.4% | +30.1% | +5.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling