+164.5%
XLB vs ARES
+1,006.5%
-841.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.1% |
| 7D | -2.9% | -2.7% | -0.3% | -2.2% |
| 30D | -3.4% | -2.4% | -1.0% | -2.8% |
| 3M | +1.6% | +3.9% | -2.3% | -0.2% |
| 6M | +3.6% | +26.4% | -22.7% | -5.2% |
| YTD | +14.2% | -14.9% | +29.1% | +17.6% |
| 1Y | +15.6% | -20.4% | +36.0% | +20.9% |
| 3Y | +33.1% | +38.8% | -5.7% | +11.3% |
| 5Y | +35.0% | +97.0% | -61.9% | -3.2% |
| 10Y | +164.5% | +999.8% | -835.2% | +20.7% |
| All | +164.5% | +1,006.5% | -841.9% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling