+5.9%
ABT vs XLRE
+31.2%
-25.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.8% |
| 7D | -5.9% | -1.2% | -4.7% | -5.3% |
| 30D | -8.1% | -2.4% | -5.7% | -7.0% |
| 3M | +14.5% | -2.5% | +17.0% | +16.1% |
| 6M | -6.3% | +4.0% | -10.3% | -7.9% |
| YTD | -17.1% | +9.3% | -26.4% | -20.4% |
| 1Y | -21.4% | +5.6% | -27.0% | -23.3% |
| 3Y | +5.9% | +31.3% | -25.4% | -2.8% |
| All | +5.9% | +31.2% | -25.3% | -2.8% |
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