-39.7%
ACI vs XLRE
+8.4%
-48.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.9% |
| 7D | -3.7% | -1.2% | -2.6% | -3.3% |
| 30D | +0.6% | -2.4% | +3.0% | +1.5% |
| 3M | -20.3% | -2.5% | -17.8% | -19.6% |
| 6M | -24.7% | +4.0% | -28.6% | -25.7% |
| YTD | -27.2% | +9.3% | -36.5% | -29.5% |
| 1Y | -32.7% | +5.6% | -38.3% | -34.1% |
| 3Y | -43.9% | +31.3% | -75.2% | -49.3% |
| All | -39.7% | +8.4% | -48.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling