+1,101.7%
ARES vs XYL
+100.4%
+1,001.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | -3.7% | +4.2% | +2.8% |
| 30D | +19.7% | -8.3% | +28.0% | +24.7% |
| 3M | -9.0% | -21.4% | +12.4% | +4.2% |
| 6M | +11.5% | -12.9% | +24.5% | +19.5% |
| YTD | -13.8% | -30.1% | +16.2% | +5.0% |
| 1Y | -5.6% | -35.2% | +29.6% | +20.6% |
| 3Y | +36.1% | -0.8% | +36.9% | +31.5% |
| 5Y | +82.7% | -23.2% | +105.9% | +100.9% |
| All | +1,101.7% | +100.4% | +1,001.3% | +712.5% |
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