-8.8%
AAL vs XLRE
+30.1%
-38.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | -0.9% | -2.7% | +1.8% | +1.5% |
| 30D | -16.0% | -2.3% | -13.6% | -14.2% |
| 3M | -4.2% | -3.5% | -0.8% | -1.4% |
| 6M | +15.7% | +1.9% | +13.8% | +13.8% |
| YTD | -16.2% | +8.3% | -24.5% | -21.7% |
| 1Y | +0.2% | +6.4% | -6.2% | -5.0% |
| All | -8.8% | +30.1% | -38.9% | -28.7% |
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