-42.3%
ACN vs XLRE
+30.1%
-72.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -7.9% | -2.7% | -5.2% | -6.5% |
| 30D | -1.1% | -2.3% | +1.3% | +0.2% |
| 3M | +5.6% | -3.5% | +9.1% | +7.9% |
| 6M | -9.9% | +1.9% | -11.8% | -10.6% |
| YTD | -32.3% | +8.3% | -40.7% | -34.8% |
| 1Y | -25.3% | +6.4% | -31.7% | -27.5% |
| All | -42.3% | +30.1% | -72.4% | -49.3% |
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