-45.3%
ACHR vs XLRE
+41.2%
-86.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | 0.0% |
| 7D | -5.4% | -2.7% | -2.7% | -2.3% |
| 30D | -19.7% | -2.3% | -17.4% | -17.5% |
| 3M | +7.9% | -3.5% | +11.4% | +10.6% |
| 6M | -13.8% | +1.9% | -15.6% | -17.7% |
| YTD | -27.5% | +8.3% | -35.9% | -35.9% |
| 1Y | -33.9% | +6.4% | -40.3% | -40.3% |
| 3Y | -20.0% | +30.2% | -50.2% | -41.4% |
| 5Y | -44.0% | +8.6% | -52.6% | -50.7% |
| All | -45.3% | +41.2% | -86.5% | -58.6% |
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