+788.5%
XLK vs ARES
+979.8%
-191.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.2% | -6.1% | +6.3% | +2.7% |
| 30D | -0.6% | -7.5% | +6.9% | +2.3% |
| 3M | +2.6% | +0.1% | +2.4% | +1.7% |
| 6M | +34.0% | +30.3% | +3.7% | +18.5% |
| YTD | +30.7% | -16.6% | +47.3% | +36.8% |
| 1Y | +39.2% | -26.1% | +65.3% | +52.1% |
| 3Y | +120.4% | +36.4% | +84.0% | +82.1% |
| 5Y | +148.8% | +95.0% | +53.8% | +72.7% |
| All | +788.5% | +979.8% | -191.3% | +290.9% |
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