+70.0%
XLE vs ARES
+37.5%
+32.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +5.4% | +0.5% | +5.0% | +5.3% |
| 30D | -3.9% | +19.7% | -23.6% | -6.7% |
| 3M | +7.0% | -9.0% | +16.0% | +8.5% |
| 6M | +14.2% | +11.5% | +2.7% | +11.1% |
| YTD | +48.2% | -13.8% | +62.0% | +52.8% |
| 1Y | +47.7% | -5.6% | +53.3% | +48.0% |
| 3Y | +70.0% | +36.1% | +33.9% | +50.7% |
| All | +70.0% | +37.5% | +32.5% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling