+128.8%
XLP vs ARES
+1,313.3%
-1,184.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.3% |
| 7D | +0.1% | +5.0% | -4.9% | -0.7% |
| 30D | +8.9% | +19.1% | -10.1% | +6.2% |
| 3M | +7.5% | +3.1% | +4.4% | +6.8% |
| 6M | +9.4% | +12.9% | -3.4% | +7.0% |
| YTD | +19.3% | -10.7% | +29.9% | +20.0% |
| 1Y | +21.7% | -5.5% | +27.3% | +21.2% |
| 3Y | +44.0% | +45.0% | -1.0% | +28.9% |
| 5Y | +42.8% | +87.4% | -44.6% | +18.4% |
| 10Y | +128.8% | +1,267.4% | -1,138.6% | +48.3% |
| All | +128.8% | +1,313.3% | -1,184.5% | +48.3% |
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