+30.9%
XLB vs ARES
+90.6%
-59.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.7% |
| 7D | -1.4% | +5.0% | -6.3% | -2.7% |
| 30D | +7.1% | +19.1% | -12.0% | +1.9% |
| 3M | +0.6% | +3.1% | -2.5% | -0.6% |
| 6M | +3.5% | +12.9% | -9.4% | -0.9% |
| YTD | +18.2% | -10.7% | +28.9% | +20.2% |
| 1Y | +25.6% | -5.5% | +31.1% | +25.1% |
| 3Y | +46.7% | +45.0% | +1.7% | +20.1% |
| 5Y | +30.9% | +87.4% | -56.5% | -7.5% |
| All | +30.9% | +90.6% | -59.7% | -7.5% |
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