+225.4%
ACWI vs XLRE
+87.4%
+138.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -1.9% | -2.7% | +0.8% | -0.4% |
| 30D | -1.3% | -2.3% | +1.0% | 0.0% |
| 3M | +5.0% | -3.5% | +8.5% | +6.8% |
| 6M | +11.7% | +1.9% | +9.9% | +10.0% |
| YTD | +13.0% | +8.3% | +4.6% | +7.2% |
| 1Y | +19.2% | +6.4% | +12.8% | +14.2% |
| 3Y | +75.0% | +30.2% | +44.8% | +46.8% |
| 5Y | +67.1% | +8.6% | +58.5% | +54.9% |
| All | +225.4% | +87.4% | +138.0% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling