+25.0%
ALAB vs XLRE
+7.1%
+17.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.9% |
| 7D | -6.2% | -1.2% | -5.0% | -7.0% |
| 30D | -8.7% | -2.4% | -6.2% | -10.3% |
| 3M | -20.7% | -2.5% | -18.3% | -22.4% |
| 6M | +133.5% | +4.0% | +129.5% | +117.9% |
| YTD | +75.1% | +9.3% | +65.8% | +65.8% |
| 1Y | +25.0% | +5.6% | +19.5% | +17.4% |
| All | +25.0% | +7.1% | +17.9% | +17.4% |
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