+124.8%
XRT vs ARES
+1,006.5%
-881.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | -6.9% | -2.4% | -4.6% | -6.3% |
| 3M | -0.4% | +3.9% | -4.3% | -2.5% |
| 6M | +2.2% | +26.4% | -24.2% | -7.7% |
| YTD | -0.7% | -14.9% | +14.2% | +2.7% |
| 1Y | -2.0% | -20.4% | +18.4% | +3.4% |
| 3Y | +41.0% | +38.8% | +2.2% | +16.3% |
| 5Y | -3.3% | +97.0% | -100.3% | -32.0% |
| 10Y | +124.8% | +999.8% | -874.9% | +4.7% |
| All | +124.8% | +1,006.5% | -881.6% | +4.7% |
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 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