+43.2%
ARES vs XYL
+18.1%
+25.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.9% |
| 7D | -0.3% | +1.8% | -2.1% | -1.5% |
| 30D | +1.3% | -9.2% | +10.5% | +7.3% |
| 3M | +10.4% | -0.3% | +10.6% | +10.1% |
| 6M | +29.0% | -11.0% | +40.0% | +37.1% |
| YTD | -12.2% | -19.2% | +7.0% | -1.1% |
| 1Y | -18.4% | -21.2% | +2.8% | -6.7% |
| 3Y | +43.2% | +18.6% | +24.6% | +32.4% |
| All | +43.2% | +18.1% | +25.1% | +32.4% |
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