+601.0%
ABBV vs XLRE
+109.5%
+491.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | +1.2% | -2.2% | +3.4% | +2.2% |
| 3M | +12.1% | -2.6% | +14.7% | +13.5% |
| 6M | +12.0% | +2.6% | +9.5% | +10.8% |
| YTD | +12.4% | +9.3% | +3.2% | +8.1% |
| 1Y | +22.9% | +7.2% | +15.7% | +19.2% |
| 3Y | +86.8% | +31.3% | +55.4% | +65.7% |
| 5Y | +181.0% | +8.1% | +172.9% | +167.1% |
| 10Y | +497.0% | +88.9% | +408.0% | +336.2% |
| All | +601.0% | +109.5% | +491.6% | +430.6% |
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