+42.0%
XOP vs ARES
+36.2%
+5.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +2.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | -8.4% | +15.3% | -23.6% | -11.4% |
| 3M | +2.9% | -5.4% | +8.3% | +3.8% |
| 6M | +8.8% | +10.0% | -1.2% | +4.9% |
| YTD | +46.9% | -14.7% | +61.6% | +53.3% |
| 1Y | +41.5% | -9.7% | +51.2% | +43.7% |
| All | +42.0% | +36.2% | +5.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling