-46.3%
ALB vs XLRE
+7.1%
-53.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -7.6% | -2.7% | -4.9% | -5.0% |
| 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% | -28.8% |
| YTD | -13.2% | +8.3% | -21.6% | -21.6% |
| 1Y | +68.8% | +6.4% | +62.4% | +54.8% |
| 3Y | -30.7% | +30.2% | -60.9% | -48.1% |
| 5Y | -46.3% | +8.6% | -54.9% | -53.7% |
| All | -46.3% | +7.1% | -53.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling