-22.9%
XOP vs ARES
+1,196.0%
-1,218.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | +2.6% | -1.7% | +4.2% | +3.2% |
| 30D | +15.4% | +0.3% | +15.2% | +15.0% |
| 3M | +12.1% | +8.5% | +3.6% | +7.3% |
| 6M | +19.7% | +23.5% | -3.8% | +7.0% |
| YTD | +52.4% | -11.2% | +63.6% | +53.9% |
| 1Y | +47.6% | -19.3% | +66.8% | +53.7% |
| 3Y | +34.4% | +48.7% | -14.3% | +4.6% |
| 5Y | +154.4% | +106.5% | +47.9% | +65.5% |
| 10Y | +54.7% | +1,055.3% | -1,000.7% | -46.7% |
| All | -22.9% | +1,196.0% | -1,218.9% | -75.7% |
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