-31.4%
ALB vs XLRE
+30.1%
-61.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -7.6% | -2.7% | -4.9% | -4.9% |
| 30D | -5.6% | -2.3% | -3.3% | -3.4% |
| 3M | -16.8% | -3.5% | -13.4% | -14.7% |
| 6M | -26.3% | +1.9% | -28.2% | -29.2% |
| YTD | -13.2% | +8.3% | -21.6% | -22.9% |
| 1Y | +68.8% | +6.4% | +62.4% | +52.5% |
| All | -31.4% | +30.1% | -61.5% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling