+35.5%
XLV vs ARES
+94.4%
-59.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -6.1% | +2.5% | -2.6% |
| 30D | -1.8% | -7.5% | +5.7% | -0.7% |
| 3M | +7.8% | +0.1% | +7.7% | +7.5% |
| 6M | +9.1% | +30.3% | -21.2% | +3.8% |
| YTD | +7.7% | -16.6% | +24.3% | +10.0% |
| 1Y | +20.4% | -26.1% | +46.5% | +25.3% |
| 3Y | +30.8% | +36.4% | -5.7% | +16.5% |
| All | +35.5% | +94.4% | -59.0% | +5.9% |
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 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