+1,101.7%
ARES vs XME
+260.6%
+841.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +19.7% | -6.1% | +25.8% | +22.9% |
| 3M | -9.0% | -18.6% | +9.6% | 0.0% |
| 6M | +11.5% | -23.9% | +35.4% | +25.7% |
| YTD | -13.8% | -9.3% | -4.5% | -12.3% |
| 1Y | -5.6% | +1.8% | -7.3% | -9.7% |
| 3Y | +36.1% | +93.0% | -56.9% | -8.6% |
| 5Y | +82.7% | +107.0% | -24.3% | +17.0% |
| All | +1,101.7% | +260.6% | +841.1% | +390.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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