+0.3%
AGI vs XLRE
+14.1%
-13.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.3% | +7.5% | +8.2% |
| 7D | -5.3% | +7.1% | -12.4% | -9.8% |
| 30D | -7.1% | +10.9% | -18.1% | -14.1% |
| 3M | +4.4% | +0.7% | +3.7% | +3.8% |
| 6M | -23.0% | +4.1% | -27.1% | -25.8% |
| YTD | -22.0% | +14.5% | -36.5% | -30.2% |
| 1Y | +0.3% | +14.1% | -13.8% | -10.0% |
| All | +0.3% | +14.1% | -13.8% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling