+56.2%
AG vs XLRE
+8.4%
+47.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.7% |
| 7D | -6.7% | -1.2% | -5.6% | -5.8% |
| 30D | +2.2% | -2.4% | +4.6% | +4.2% |
| 3M | +15.7% | -2.5% | +18.2% | +17.6% |
| 6M | -23.8% | +4.0% | -27.8% | -26.7% |
| YTD | +17.6% | +9.3% | +8.4% | +8.5% |
| 1Y | +88.6% | +5.6% | +83.0% | +79.1% |
| 3Y | +253.4% | +31.3% | +222.1% | +177.0% |
| All | +56.2% | +8.4% | +47.7% | +39.3% |
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