+97.0%
ARES vs XME
+183.2%
-86.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.7% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -2.4% | +1.4% | -3.8% | -3.4% |
| 3M | +3.9% | +2.7% | +1.2% | +1.7% |
| 6M | +26.4% | +6.5% | +19.9% | +20.0% |
| YTD | -14.9% | +15.2% | -30.1% | -23.3% |
| 1Y | -20.4% | +43.5% | -63.9% | -37.9% |
| 3Y | +38.8% | +135.9% | -97.1% | -20.7% |
| 5Y | +97.0% | +181.5% | -84.5% | +5.9% |
| All | +97.0% | +183.2% | -86.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling