+1,164.6%
ARES vs XYL
+235.3%
+929.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | +0.2% |
| 7D | -1.7% | -5.0% | +3.4% | +1.4% |
| 30D | +0.3% | -13.2% | +13.5% | +8.9% |
| 3M | +8.5% | -3.7% | +12.2% | +10.6% |
| 6M | +23.5% | -17.7% | +41.2% | +37.4% |
| YTD | -11.2% | -21.5% | +10.3% | +1.3% |
| 1Y | -19.3% | -24.5% | +5.2% | -5.9% |
| 3Y | +48.7% | +6.9% | +41.7% | +39.9% |
| 5Y | +106.5% | -18.1% | +124.6% | +120.0% |
| 10Y | +1,055.3% | +134.7% | +920.6% | +652.9% |
| All | +1,164.6% | +235.3% | +929.3% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling