+953.0%
ARES vs XME
+426.6%
+526.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.0% |
| 7D | -7.7% | -3.0% | -4.6% | -6.3% |
| 30D | -8.7% | -2.6% | -6.1% | -7.8% |
| 3M | +2.8% | +2.2% | +0.7% | +1.1% |
| 6M | +23.1% | +0.7% | +22.4% | +20.7% |
| YTD | -17.3% | +10.9% | -28.2% | -23.2% |
| 1Y | -24.3% | +35.7% | -60.0% | -37.3% |
| 3Y | +34.9% | +127.1% | -92.2% | -14.8% |
| 5Y | +93.5% | +168.5% | -75.0% | +11.2% |
| All | +953.0% | +426.6% | +526.4% | +312.4% |
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