+167.2%
XLE vs ARES
+1,191.6%
-1,024.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -12.0% | +4.5% | -16.5% | -13.4% |
| 30D | -2.7% | +15.7% | -18.5% | -7.3% |
| 3M | +6.6% | -2.0% | +8.6% | +6.5% |
| 6M | +9.5% | +10.4% | -0.9% | +4.2% |
| YTD | +40.6% | -14.2% | +54.8% | +43.0% |
| 1Y | +43.6% | -7.8% | +51.4% | +42.0% |
| 3Y | +58.1% | +41.4% | +16.7% | +28.4% |
| 5Y | +152.2% | +83.7% | +68.5% | +77.1% |
| All | +167.2% | +1,191.6% | -1,024.4% | +2.6% |
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