+312.9%
XLI vs ARES
+1,196.0%
-883.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | -5.9% | +0.3% | -6.2% | -6.2% |
| 3M | -0.3% | +8.5% | -8.7% | -3.2% |
| 6M | +0.1% | +23.5% | -23.3% | -7.3% |
| YTD | +13.6% | -11.2% | +24.8% | +15.3% |
| 1Y | +17.2% | -19.3% | +36.5% | +21.8% |
| 3Y | +68.2% | +48.7% | +19.6% | +41.0% |
| 5Y | +80.7% | +106.5% | -25.8% | +32.8% |
| 10Y | +253.3% | +1,055.3% | -802.1% | +70.7% |
| All | +312.9% | +1,196.0% | -883.1% | +92.1% |
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