+127.8%
AAPL vs XLRE
+8.4%
+119.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.2% |
| 7D | +3.8% | -1.2% | +5.0% | +4.6% |
| 30D | +9.9% | -2.4% | +12.3% | +11.6% |
| 3M | +12.5% | -2.5% | +15.0% | +14.2% |
| 6M | +27.6% | +4.0% | +23.7% | +24.0% |
| YTD | +22.6% | +9.3% | +13.3% | +15.0% |
| 1Y | +45.0% | +5.6% | +39.4% | +39.0% |
| 3Y | +87.8% | +31.3% | +56.5% | +52.4% |
| All | +127.8% | +8.4% | +119.4% | +115.3% |
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