+191.6%
XOM vs ARES
+971.5%
-780.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | +1.9% | -7.7% | +9.6% | +3.7% |
| 30D | +4.1% | -8.7% | +12.8% | +6.0% |
| 3M | +10.4% | +2.8% | +7.6% | +8.9% |
| 6M | +13.0% | +23.1% | -10.0% | +5.6% |
| YTD | +40.1% | -17.3% | +57.3% | +43.7% |
| 1Y | +51.1% | -24.3% | +75.4% | +57.9% |
| 3Y | +57.7% | +34.9% | +22.8% | +35.2% |
| 5Y | +264.7% | +93.5% | +171.3% | +169.9% |
| All | +191.6% | +971.5% | -780.0% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling