+258.3%
XEL vs ARES
+1,196.0%
-937.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | -1.9% | +0.3% | -2.2% | -2.0% |
| 3M | -1.9% | +8.5% | -10.4% | -3.1% |
| 6M | -7.4% | +23.5% | -30.9% | -10.3% |
| YTD | +4.1% | -11.2% | +15.3% | +4.7% |
| 1Y | +8.0% | -19.3% | +27.3% | +9.8% |
| 3Y | +48.4% | +48.7% | -0.3% | +34.7% |
| 5Y | +27.2% | +106.5% | -79.3% | +7.2% |
| 10Y | +146.8% | +1,055.3% | -908.5% | +74.9% |
| All | +258.3% | +1,196.0% | -937.6% | +157.7% |
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