+197.1%
ABT vs XLRE
+89.0%
+108.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.9% |
| 7D | -5.9% | -1.2% | -4.7% | -5.3% |
| 30D | -8.1% | -2.4% | -5.7% | -6.8% |
| 3M | +14.5% | -2.5% | +17.0% | +16.3% |
| 6M | -6.3% | +4.0% | -10.3% | -8.4% |
| YTD | -17.1% | +9.3% | -26.4% | -21.3% |
| 1Y | -21.4% | +5.6% | -27.0% | -23.9% |
| 3Y | +5.9% | +31.3% | -25.4% | -10.6% |
| 5Y | -12.8% | +9.5% | -22.3% | -18.6% |
| All | +197.1% | +89.0% | +108.1% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling