+582.4%
AJG vs XLRE
+109.5%
+472.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -8.3% | -1.2% | -7.1% | -7.6% |
| 30D | -5.7% | -2.4% | -3.3% | -4.3% |
| 3M | +9.1% | -2.5% | +11.6% | +10.8% |
| 6M | +15.2% | +4.0% | +11.2% | +12.3% |
| YTD | -6.3% | +9.3% | -15.6% | -11.5% |
| 1Y | -19.1% | +5.6% | -24.7% | -22.0% |
| 3Y | +8.2% | +31.3% | -23.1% | -10.0% |
| 5Y | +75.6% | +9.5% | +66.1% | +62.6% |
| 10Y | +471.1% | +89.0% | +382.1% | +282.4% |
| All | +582.4% | +109.5% | +472.9% | +338.0% |
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 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