+3.2%
AA vs XLRE
+8.4%
-5.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.9% |
| 7D | -3.4% | -1.2% | -2.3% | -2.3% |
| 30D | -5.8% | -2.4% | -3.4% | -3.7% |
| 3M | -29.9% | -2.5% | -27.4% | -28.7% |
| 6M | -27.0% | +4.0% | -31.0% | -30.9% |
| YTD | -8.7% | +9.3% | -18.0% | -18.6% |
| 1Y | +50.6% | +5.6% | +45.1% | +39.1% |
| 3Y | +74.1% | +31.3% | +42.8% | +27.1% |
| All | +3.2% | +8.4% | -5.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling