+43.2%
ARES vs XME
+136.1%
-93.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -0.3% | +3.6% | -3.9% | -2.1% |
| 30D | +1.3% | +3.6% | -2.3% | -0.8% |
| 3M | +10.4% | +1.2% | +9.1% | +9.1% |
| 6M | +29.0% | +9.0% | +20.0% | +21.2% |
| YTD | -12.2% | +15.9% | -28.1% | -21.1% |
| 1Y | -18.4% | +43.2% | -61.6% | -37.2% |
| 3Y | +43.2% | +137.4% | -94.2% | -23.0% |
| All | +43.2% | +136.1% | -93.0% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling