+226.1%
ACWI vs XLRE
+112.9%
+113.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -2.6% | +6.0% | -8.6% | -5.9% |
| 3M | -3.2% | +0.5% | -3.7% | -3.6% |
| 6M | +1.9% | +1.2% | +0.6% | +0.7% |
| YTD | +11.3% | +12.6% | -1.2% | +3.2% |
| 1Y | +11.7% | +11.0% | +0.7% | +4.4% |
| 3Y | +74.4% | +43.0% | +31.4% | +38.3% |
| 5Y | +59.5% | +9.1% | +50.4% | +47.5% |
| All | +226.1% | +112.9% | +113.2% | +113.6% |
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