-25.7%
XOP vs ARES
+1,145.6%
-1,171.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +2.9% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | -8.4% | +15.3% | -23.6% | -13.6% |
| 3M | +2.9% | -5.4% | +8.3% | +4.0% |
| 6M | +8.8% | +10.0% | -1.2% | +2.3% |
| YTD | +46.9% | -14.7% | +61.6% | +49.3% |
| 1Y | +41.5% | -9.7% | +51.2% | +39.9% |
| 3Y | +43.1% | +35.8% | +7.3% | +15.0% |
| 5Y | +92.2% | +80.9% | +11.3% | +31.2% |
| 10Y | +52.3% | +1,089.9% | -1,037.6% | -47.8% |
| All | -25.7% | +1,145.6% | -1,171.3% | -76.4% |
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 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