+682.7%
ADI vs XLRE
+109.5%
+573.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.3% |
| 7D | +2.6% | -0.7% | +3.4% | +3.1% |
| 30D | -4.6% | -2.2% | -2.4% | -3.2% |
| 3M | -9.5% | -2.6% | -6.9% | -8.5% |
| 6M | +14.8% | +2.6% | +12.3% | +11.8% |
| YTD | +35.8% | +9.3% | +26.6% | +26.3% |
| 1Y | +48.9% | +7.2% | +41.7% | +40.3% |
| 3Y | +115.6% | +31.3% | +84.2% | +75.2% |
| 5Y | +135.1% | +8.1% | +127.0% | +117.6% |
| 10Y | +636.4% | +88.9% | +547.5% | +387.9% |
| All | +682.7% | +109.5% | +573.2% | +403.9% |
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 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