+252.3%
XLV vs ARES
+1,142.5%
-890.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.3% |
| 7D | -3.7% | -2.7% | -1.0% | -3.2% |
| 30D | -1.1% | -2.4% | +1.3% | -0.7% |
| 3M | +8.2% | +3.9% | +4.3% | +7.0% |
| 6M | +8.9% | +26.4% | -17.5% | +3.1% |
| YTD | +8.5% | -14.9% | +23.4% | +10.4% |
| 1Y | +22.3% | -20.4% | +42.7% | +25.6% |
| 3Y | +32.6% | +38.8% | -6.1% | +17.7% |
| 5Y | +34.4% | +97.0% | -62.6% | +7.2% |
| 10Y | +175.4% | +999.8% | -824.4% | +58.9% |
| All | +252.3% | +1,142.5% | -890.2% | +98.1% |
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