+216.2%
ABT vs XLRE
+109.5%
+106.7%
-39.6%
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 | -4.7% | -0.7% | -4.0% | -4.4% |
| 30D | -3.1% | -2.2% | -0.9% | -1.9% |
| 3M | +16.1% | -2.6% | +18.8% | +18.0% |
| 6M | -5.3% | +2.6% | -7.9% | -6.7% |
| YTD | -14.4% | +9.3% | -23.7% | -18.7% |
| 1Y | -18.4% | +7.2% | -25.6% | -21.7% |
| 3Y | +11.2% | +31.3% | -20.1% | -6.0% |
| 5Y | -9.4% | +8.1% | -17.5% | -14.9% |
| 10Y | +209.7% | +88.9% | +120.8% | +108.5% |
| All | +216.2% | +109.5% | +106.7% | +101.5% |
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 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