+200.0%
XLU vs ARES
+1,142.5%
-942.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | +0.6% | -2.7% | +3.3% | +1.0% |
| 30D | -0.4% | -2.4% | +1.9% | -0.2% |
| 3M | -1.7% | +3.9% | -5.7% | -2.7% |
| 6M | -7.1% | +26.4% | -33.5% | -11.3% |
| YTD | +1.9% | -14.9% | +16.8% | +3.4% |
| 1Y | +6.1% | -20.4% | +26.5% | +8.5% |
| 3Y | +48.8% | +38.8% | +10.0% | +35.0% |
| 5Y | +43.8% | +97.0% | -53.2% | +19.6% |
| 10Y | +143.2% | +999.8% | -856.6% | +66.2% |
| All | +200.0% | +1,142.5% | -942.6% | +106.9% |
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 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