+250.2%
XLI vs ARES
+971.5%
-721.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | -2.3% | -7.7% | +5.4% | +0.2% |
| 30D | -8.2% | -8.7% | +0.6% | -5.6% |
| 3M | +0.8% | +2.8% | -2.1% | -0.8% |
| 6M | +0.8% | +23.1% | -22.2% | -7.3% |
| YTD | +10.5% | -17.3% | +27.8% | +14.9% |
| 1Y | +14.1% | -24.3% | +38.4% | +21.6% |
| 3Y | +68.6% | +34.9% | +33.7% | +42.4% |
| 5Y | +80.4% | +93.5% | -13.1% | +29.2% |
| All | +250.2% | +971.5% | -721.4% | +53.0% |
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