+185.3%
XLB vs ARES
+1,202.8%
-1,017.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +0.5% | +8.1% | -7.6% | -1.7% |
| 30D | +6.9% | +18.9% | -12.0% | +1.7% |
| 3M | -0.2% | +2.3% | -2.5% | -1.2% |
| 6M | +3.3% | +12.7% | -9.4% | -1.1% |
| YTD | +18.0% | -10.8% | +28.8% | +19.3% |
| 1Y | +24.2% | -5.3% | +29.5% | +23.1% |
| 3Y | +44.7% | +42.0% | +2.7% | +22.8% |
| 5Y | +31.6% | +88.3% | -56.7% | -0.6% |
| 10Y | +164.2% | +1,148.2% | -984.0% | +28.7% |
| All | +185.3% | +1,202.8% | -1,017.4% | +32.4% |
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