+197.2%
ALB vs XLRE
+111.8%
+85.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | -1.2% | -2.4% | +1.2% | +0.8% |
| 3M | -13.3% | +0.6% | -13.9% | -14.4% |
| 6M | -19.8% | +3.9% | -23.7% | -23.3% |
| YTD | -7.9% | +10.5% | -18.4% | -16.7% |
| 1Y | +60.2% | +8.4% | +51.8% | +46.9% |
| 3Y | -26.4% | +32.8% | -59.2% | -42.4% |
| 5Y | -42.5% | +7.0% | -49.6% | -46.5% |
| 10Y | +83.0% | +83.8% | -0.8% | +17.1% |
| All | +197.2% | +111.8% | +85.3% | +69.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling