+91.3%
ABBV vs XLRE
+31.2%
+60.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.4% |
| 7D | +0.3% | -1.2% | +1.4% | +0.8% |
| 30D | +3.4% | -2.4% | +5.8% | +4.6% |
| 3M | +15.2% | -2.5% | +17.7% | +16.8% |
| 6M | +14.7% | +4.0% | +10.7% | +12.6% |
| YTD | +15.2% | +9.3% | +5.9% | +10.4% |
| 1Y | +20.4% | +5.6% | +14.8% | +17.3% |
| 3Y | +91.3% | +31.3% | +60.1% | +74.4% |
| All | +91.3% | +31.2% | +60.1% | +74.4% |
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