+42.8%
XLP vs ARES
+90.6%
-47.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.5% |
| 7D | +0.1% | +5.0% | -4.9% | -0.4% |
| 30D | +8.9% | +19.1% | -10.1% | +7.2% |
| 3M | +7.5% | +3.1% | +4.4% | +7.0% |
| 6M | +9.4% | +12.9% | -3.4% | +7.9% |
| YTD | +19.3% | -10.7% | +29.9% | +20.0% |
| 1Y | +21.7% | -5.5% | +27.3% | +21.6% |
| 3Y | +44.0% | +45.0% | -1.0% | +31.9% |
| 5Y | +42.8% | +87.4% | -44.6% | +20.7% |
| All | +42.8% | +90.6% | -47.8% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling