+953.0%
ARES vs XYL
+149.5%
+803.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | -7.7% | -1.2% | -6.5% | -7.0% |
| 30D | -8.7% | -13.2% | +4.5% | -0.4% |
| 3M | +2.8% | -0.2% | +3.0% | +2.6% |
| 6M | +23.1% | -12.5% | +35.6% | +32.6% |
| YTD | -17.3% | -20.9% | +3.6% | -5.3% |
| 1Y | -24.3% | -21.6% | -2.7% | -13.0% |
| 3Y | +34.9% | +16.1% | +18.8% | +19.6% |
| 5Y | +93.5% | -15.6% | +109.1% | +102.9% |
| All | +953.0% | +149.5% | +803.5% | +541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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