+38.7%
FXI vs ARES
+1,196.0%
-1,157.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | -0.6% | +0.3% | -0.8% | -0.8% |
| 3M | +1.9% | +8.5% | -6.6% | -0.6% |
| 6M | -0.2% | +23.5% | -23.6% | -6.3% |
| YTD | -5.6% | -11.2% | +5.6% | -4.5% |
| 1Y | -4.7% | -19.3% | +14.6% | -1.7% |
| 3Y | +38.0% | +48.7% | -10.6% | +17.3% |
| 5Y | -2.7% | +106.5% | -109.2% | -26.1% |
| 10Y | +19.9% | +1,055.3% | -1,035.4% | -37.2% |
| All | +38.7% | +1,196.0% | -1,157.3% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling