+39.4%
ARES vs XYL
+0.5%
+38.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | +0.8% | -5.9% | +6.6% | +4.2% |
| 30D | +16.7% | -7.3% | +24.0% | +20.1% |
| 3M | -2.6% | -22.5% | +19.9% | +11.7% |
| 6M | +13.0% | -14.4% | +27.4% | +21.5% |
| YTD | -11.7% | -29.4% | +17.6% | +6.2% |
| 1Y | -6.7% | -35.6% | +28.9% | +19.8% |
| All | +39.4% | +0.5% | +38.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling