+71.5%
XLI vs ARES
+37.5%
+34.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | +1.0% | +19.7% | -18.6% | -3.5% |
| 3M | -8.9% | -9.0% | +0.1% | -7.0% |
| 6M | -2.3% | +11.5% | -13.8% | -5.6% |
| YTD | +9.7% | -13.8% | +23.5% | +13.0% |
| 1Y | +12.3% | -5.6% | +17.9% | +12.0% |
| 3Y | +71.5% | +36.1% | +35.4% | +55.7% |
| All | +71.5% | +37.5% | +34.0% | +55.7% |
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