+73.6%
XLF vs ARES
+38.2%
+35.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.4% |
| 7D | -1.0% | -2.7% | +1.6% | -0.3% |
| 30D | -1.3% | -2.4% | +1.1% | -0.8% |
| 3M | +9.1% | +3.9% | +5.2% | +7.5% |
| 6M | +14.4% | +26.4% | -12.0% | +6.0% |
| YTD | +5.1% | -14.9% | +20.0% | +8.7% |
| 1Y | +8.6% | -20.4% | +29.0% | +14.1% |
| All | +73.6% | +38.2% | +35.5% | +53.8% |
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