+292.1%
XBI vs ARES
+1,181.8%
-889.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +2.9% | +1.3% | +1.6% | +2.2% |
| 3M | +26.2% | +10.4% | +15.8% | +20.4% |
| 6M | +30.7% | +29.0% | +1.7% | +16.8% |
| YTD | +32.9% | -12.2% | +45.1% | +35.6% |
| 1Y | +72.3% | -18.4% | +90.7% | +79.3% |
| 3Y | +107.2% | +43.2% | +64.0% | +65.3% |
| 5Y | +23.2% | +102.6% | -79.4% | -16.7% |
| 10Y | +158.5% | +1,029.6% | -871.1% | -1.6% |
| All | +292.1% | +1,181.8% | -889.8% | +39.8% |
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