+651.5%
ADI vs XLRE
+89.0%
+562.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.2% |
| 7D | +4.6% | -1.2% | +5.7% | +5.5% |
| 30D | -1.2% | -2.4% | +1.2% | +0.5% |
| 3M | -7.8% | -2.5% | -5.3% | -6.8% |
| 6M | +19.3% | +4.0% | +15.4% | +15.0% |
| YTD | +40.9% | +9.3% | +31.6% | +30.7% |
| 1Y | +54.5% | +5.6% | +48.9% | +46.9% |
| 3Y | +123.4% | +31.3% | +92.1% | +80.0% |
| 5Y | +142.3% | +9.5% | +132.8% | +121.6% |
| All | +651.5% | +89.0% | +562.5% | +381.9% |
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