+134.0%
XLC vs ARES
+819.1%
-685.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.2% | +8.1% | -1.9% | +3.4% |
| 30D | -2.4% | +18.9% | -21.3% | -8.3% |
| 3M | -3.3% | +2.3% | -5.7% | -4.5% |
| 6M | -7.3% | +12.7% | -20.0% | -12.1% |
| YTD | -7.6% | -10.8% | +3.1% | -6.4% |
| 1Y | -3.7% | -5.3% | +1.6% | -4.9% |
| 3Y | +62.9% | +42.0% | +20.9% | +31.0% |
| 5Y | +41.6% | +88.3% | -46.6% | -2.3% |
| All | +134.0% | +819.1% | -685.1% | -17.6% |
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