+1,115.4%
ARES vs XME
+167.2%
+948.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | -0.3% | +5.3% | -5.7% | -2.5% |
| 30D | +15.3% | -8.2% | +23.5% | +19.1% |
| 3M | -5.4% | -18.4% | +13.0% | +2.4% |
| 6M | +10.0% | -22.8% | +32.9% | +21.2% |
| YTD | -14.7% | -7.9% | -6.8% | -13.6% |
| 1Y | -9.7% | -0.9% | -8.8% | -11.6% |
| 3Y | +35.8% | +96.0% | -60.1% | -1.7% |
| 5Y | +80.9% | +110.3% | -29.4% | +26.8% |
| 10Y | +1,089.9% | +272.8% | +817.0% | +508.5% |
| All | +1,115.4% | +167.2% | +948.3% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling