+16.0%
AA vs XLRE
+14.1%
+1.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.6% | +3.2% |
| 7D | +0.9% | +7.1% | -6.2% | +2.1% |
| 30D | -6.4% | +10.9% | -17.4% | -4.8% |
| 3M | -13.0% | +0.7% | -13.7% | -13.2% |
| 6M | -34.6% | +4.1% | -38.8% | -34.2% |
| YTD | -23.0% | +14.5% | -37.6% | -25.2% |
| 1Y | +16.0% | +14.1% | +1.9% | +12.9% |
| All | +16.0% | +14.1% | +1.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling