+1,118.8%
ARES vs XLRE
+109.5%
+1,009.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.2% |
| 7D | -2.7% | -0.7% | -1.9% | -2.1% |
| 30D | -2.4% | -2.2% | -0.2% | -0.6% |
| 3M | +3.9% | -2.6% | +6.5% | +6.0% |
| 6M | +26.4% | +2.6% | +23.8% | +23.5% |
| YTD | -14.9% | +9.3% | -24.1% | -21.0% |
| 1Y | -20.4% | +7.2% | -27.6% | -25.0% |
| 3Y | +38.8% | +31.3% | +7.5% | +10.1% |
| 5Y | +97.0% | +8.1% | +88.8% | +84.8% |
| 10Y | +999.8% | +88.9% | +910.9% | +640.6% |
| All | +1,118.8% | +109.5% | +1,009.4% | +705.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling