-1.8%
XLY vs ARES
+22.3%
-24.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +0.2% |
| 7D | -3.9% | -7.7% | +3.8% | -2.2% |
| 30D | -6.1% | -8.7% | +2.6% | -4.3% |
| 3M | -1.2% | +2.8% | -4.0% | -1.7% |
| 6M | -1.8% | +23.1% | -24.8% | -6.2% |
| All | -1.8% | +22.3% | -24.0% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling