+165.1%
XLP vs ARES
+1,196.0%
-1,030.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | -0.9% | +0.3% | -1.2% | -1.0% |
| 3M | +3.8% | +8.5% | -4.7% | +2.4% |
| 6M | -1.7% | +23.5% | -25.2% | -5.1% |
| YTD | +10.3% | -11.2% | +21.5% | +11.0% |
| 1Y | +7.8% | -19.3% | +27.1% | +9.7% |
| 3Y | +27.2% | +48.7% | -21.5% | +15.3% |
| 5Y | +32.5% | +106.5% | -74.0% | +11.4% |
| 10Y | +101.8% | +1,055.3% | -953.5% | +36.9% |
| All | +165.1% | +1,196.0% | -1,030.9% | +76.6% |
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