+301.4%
XLY vs ARES
+1,142.5%
-841.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -6.0% | -2.4% | -3.6% | -5.4% |
| 3M | -2.7% | +3.9% | -6.7% | -4.5% |
| 6M | -1.5% | +26.4% | -27.9% | -10.1% |
| YTD | -5.4% | -14.9% | +9.4% | -2.4% |
| 1Y | -3.8% | -20.4% | +16.6% | +0.9% |
| 3Y | +36.6% | +38.8% | -2.2% | +16.1% |
| 5Y | +27.4% | +97.0% | -69.6% | -5.5% |
| 10Y | +218.2% | +999.8% | -781.6% | +61.9% |
| All | +301.4% | +1,142.5% | -841.2% | +95.9% |
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