+74.2%
AA vs XLRE
+30.1%
+44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.1% |
| 7D | -5.4% | -2.7% | -2.7% | -3.2% |
| 30D | -10.7% | -2.3% | -8.4% | -9.1% |
| 3M | -26.2% | -3.5% | -22.7% | -24.5% |
| 6M | -20.9% | +1.9% | -22.8% | -23.7% |
| YTD | -8.6% | +8.3% | -17.0% | -17.9% |
| 1Y | +57.4% | +6.4% | +51.0% | +44.0% |
| All | +74.2% | +30.1% | +44.1% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling