+237.6%
ACWI vs XLRE
+115.9%
+121.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.4% | +0.8% | +1.6% | +2.0% |
| 30D | -1.7% | +6.9% | -8.6% | -5.4% |
| 3M | -3.9% | -0.8% | -3.1% | -3.6% |
| 6M | +0.8% | +2.1% | -1.3% | -0.8% |
| YTD | +11.0% | +12.6% | -1.6% | +3.1% |
| 1Y | +13.1% | +12.5% | +0.6% | +5.0% |
| 3Y | +73.9% | +44.2% | +29.7% | +37.8% |
| 5Y | +59.0% | +9.1% | +49.9% | +47.2% |
| 10Y | +224.4% | +111.8% | +112.6% | +105.9% |
| All | +237.6% | +115.9% | +121.7% | +113.1% |
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