+1,186.2%
AAPL vs XLRE
+109.5%
+1,076.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -3.0% | -0.7% | -2.2% | -2.5% |
| 30D | +2.3% | -2.2% | +4.5% | +3.8% |
| 3M | +8.6% | -2.6% | +11.2% | +10.4% |
| 6M | +21.6% | +2.6% | +19.0% | +19.2% |
| YTD | +16.3% | +9.3% | +7.1% | +9.3% |
| 1Y | +35.1% | +7.2% | +27.8% | +28.3% |
| 3Y | +79.4% | +31.3% | +48.1% | +46.9% |
| 5Y | +109.8% | +8.1% | +101.7% | +95.0% |
| 10Y | +1,237.1% | +88.9% | +1,148.1% | +806.0% |
| All | +1,186.2% | +109.5% | +1,076.7% | +754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling