+236.6%
ACWI vs XLRE
+116.9%
+119.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | +2.1% | -2.2% | -1.3% |
| 30D | -3.3% | +7.1% | -10.4% | -7.1% |
| 3M | -3.4% | +1.3% | -4.7% | -4.2% |
| 6M | +0.8% | +2.1% | -1.3% | -0.8% |
| YTD | +10.7% | +13.1% | -2.4% | +2.5% |
| 1Y | +11.6% | +11.9% | -0.3% | +3.9% |
| 3Y | +73.4% | +43.7% | +29.7% | +37.7% |
| 5Y | +60.2% | +9.7% | +50.4% | +47.8% |
| 10Y | +221.6% | +113.0% | +108.6% | +103.5% |
| All | +236.6% | +116.9% | +119.6% | +111.8% |
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 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