+106.0%
ACN vs XLRE
+111.8%
-5.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.6% |
| 30D | +1.9% | -2.4% | +4.3% | +3.6% |
| 3M | +3.9% | +0.6% | +3.3% | +3.8% |
| 6M | -15.0% | +3.9% | -19.0% | -17.4% |
| YTD | -31.9% | +10.5% | -42.4% | -36.6% |
| 1Y | -28.5% | +8.4% | -36.9% | -32.6% |
| 3Y | -41.9% | +32.8% | -74.7% | -53.6% |
| 5Y | -42.9% | +7.0% | -49.9% | -46.5% |
| 10Y | +88.7% | +83.8% | +4.9% | +21.8% |
| All | +106.0% | +111.8% | -5.9% | +20.7% |
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 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