+136.0%
XLC vs ARES
+787.4%
-651.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +3.7% | +0.5% | +3.3% | +3.5% |
| 30D | -1.9% | +19.7% | -21.6% | -8.0% |
| 3M | -3.1% | -9.0% | +5.9% | -0.3% |
| 6M | -6.4% | +11.5% | -17.9% | -10.9% |
| YTD | -6.8% | -13.8% | +7.0% | -4.5% |
| 1Y | -1.7% | -5.6% | +3.9% | -2.9% |
| 3Y | +64.7% | +36.1% | +28.6% | +34.4% |
| 5Y | +41.1% | +82.7% | -41.6% | -1.8% |
| All | +136.0% | +787.4% | -651.4% | -15.9% |
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