-23.1%
ACN vs XLRE
+7.1%
-30.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.8% |
| 7D | -1.5% | -1.2% | -0.3% | -0.7% |
| 30D | +2.1% | -2.4% | +4.5% | +3.8% |
| 3M | +11.1% | -2.5% | +13.6% | +13.5% |
| 6M | -6.8% | +4.0% | -10.8% | -8.0% |
| YTD | -30.0% | +9.3% | -39.3% | -32.9% |
| 1Y | -23.1% | +5.6% | -28.7% | -26.7% |
| All | -23.1% | +7.1% | -30.3% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling