+159.4%
ADM vs XLRE
+111.8%
+47.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +11.0% | -2.4% | +13.4% | +12.4% |
| 3M | +6.0% | +0.6% | +5.4% | +5.4% |
| 6M | +26.9% | +3.9% | +23.0% | +23.5% |
| YTD | +50.0% | +10.5% | +39.5% | +41.0% |
| 1Y | +39.6% | +8.4% | +31.2% | +32.6% |
| 3Y | +18.5% | +32.8% | -14.3% | -1.3% |
| 5Y | +62.6% | +7.0% | +55.5% | +51.4% |
| 10Y | +162.4% | +83.8% | +78.6% | +72.0% |
| All | +159.4% | +111.8% | +47.6% | +60.6% |
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