-43.9%
ACI vs XLRE
+31.2%
-75.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.0% |
| 7D | -3.7% | -1.2% | -2.6% | -3.4% |
| 30D | +0.6% | -2.4% | +3.0% | +1.4% |
| 3M | -20.3% | -2.5% | -17.8% | -19.7% |
| 6M | -24.7% | +4.0% | -28.6% | -25.5% |
| YTD | -27.2% | +9.3% | -36.5% | -29.1% |
| 1Y | -32.7% | +5.6% | -38.3% | -33.9% |
| 3Y | -43.9% | +31.3% | -75.2% | -46.7% |
| All | -43.9% | +31.2% | -75.1% | -46.7% |
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