+67.2%
ADM vs XLRE
+7.1%
+60.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +3.0% | -2.7% | +5.7% | +4.1% |
| 30D | +8.7% | -2.3% | +11.0% | +9.7% |
| 3M | +7.6% | -3.5% | +11.1% | +9.0% |
| 6M | +26.9% | +1.9% | +25.0% | +25.2% |
| YTD | +54.3% | +8.3% | +45.9% | +48.2% |
| 1Y | +45.7% | +6.4% | +39.3% | +40.9% |
| 3Y | +21.9% | +30.2% | -8.3% | +7.0% |
| 5Y | +67.2% | +8.6% | +58.5% | +58.7% |
| All | +67.2% | +7.1% | +60.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling