-26.0%
AFRM vs XLRE
+6.4%
-32.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -3.2% |
| 7D | -8.0% | -0.7% | -7.3% | -6.6% |
| 30D | -9.8% | -2.2% | -7.6% | -5.5% |
| 3M | +4.7% | -2.6% | +7.3% | +8.9% |
| 6M | +34.1% | +2.6% | +31.6% | +24.3% |
| YTD | -8.4% | +9.3% | -17.7% | -26.6% |
| 1Y | -22.9% | +7.2% | -30.2% | -36.3% |
| 3Y | +203.3% | +31.3% | +172.0% | +56.6% |
| 5Y | -26.0% | +8.1% | -34.1% | -23.9% |
| All | -26.0% | +6.4% | -32.4% | -23.9% |
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 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