+117.8%
XLE vs ARES
+1,196.0%
-1,078.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +2.2% | -1.7% | +3.9% | +2.7% |
| 30D | +11.8% | +0.3% | +11.5% | +11.5% |
| 3M | +9.8% | +8.5% | +1.3% | +6.3% |
| 6M | +15.6% | +23.5% | -7.9% | +6.4% |
| YTD | +45.3% | -11.2% | +56.5% | +46.8% |
| 1Y | +48.3% | -19.3% | +67.6% | +53.5% |
| 3Y | +55.4% | +48.7% | +6.8% | +27.9% |
| 5Y | +216.1% | +106.5% | +109.6% | +124.2% |
| 10Y | +178.4% | +1,055.3% | -876.9% | +22.3% |
| All | +117.8% | +1,196.0% | -1,078.2% | -9.5% |
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