-9.1%
FXI vs ARES
+81.3%
-90.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.5% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -2.0% | +15.3% | -17.3% | -5.5% |
| 3M | -5.0% | -5.4% | +0.4% | -4.0% |
| 6M | -9.6% | +10.0% | -19.7% | -12.6% |
| YTD | -11.9% | -14.7% | +2.8% | -9.7% |
| 1Y | -16.7% | -9.7% | -7.0% | -16.2% |
| 3Y | +40.6% | +35.8% | +4.8% | +16.1% |
| 5Y | -9.1% | +80.9% | -90.0% | -36.3% |
| All | -9.1% | +81.3% | -90.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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