+74.0%
ALB vs XLRE
+89.0%
-15.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.2% |
| 7D | -6.6% | -1.2% | -5.5% | -5.7% |
| 30D | -8.1% | -2.4% | -5.7% | -6.2% |
| 3M | -25.7% | -2.5% | -23.2% | -24.6% |
| 6M | -29.5% | +4.0% | -33.4% | -32.6% |
| YTD | -16.2% | +9.3% | -25.5% | -23.7% |
| 1Y | +59.2% | +5.6% | +53.7% | +49.2% |
| 3Y | -33.7% | +31.3% | -65.0% | -47.9% |
| 5Y | -48.1% | +9.5% | -57.7% | -52.6% |
| All | +74.0% | +89.0% | -15.0% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling