-32.6%
AAL vs XLRE
+8.4%
-41.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.5% |
| 7D | -0.9% | -1.2% | +0.2% | +0.1% |
| 30D | -12.9% | -2.4% | -10.5% | -10.9% |
| 3M | -11.2% | -2.5% | -8.7% | -9.3% |
| 6M | +17.8% | +4.0% | +13.9% | +13.7% |
| YTD | -15.1% | +9.3% | -24.4% | -21.7% |
| 1Y | +0.5% | +5.6% | -5.1% | -4.4% |
| 3Y | -7.7% | +31.3% | -38.9% | -28.9% |
| All | -32.6% | +8.4% | -41.1% | -35.7% |
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 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