+202.2%
ALNY vs XLRE
+109.5%
+92.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -6.5% | -1.2% | -5.4% | -6.0% |
| 30D | +11.0% | -2.4% | +13.4% | +12.4% |
| 3M | -14.1% | -2.5% | -11.6% | -12.8% |
| 6M | -22.4% | +4.0% | -26.4% | -23.8% |
| YTD | -37.5% | +9.3% | -46.7% | -40.2% |
| 1Y | -46.9% | +5.6% | -52.5% | -48.4% |
| 3Y | +22.1% | +31.3% | -9.2% | +5.2% |
| 5Y | +31.2% | +9.5% | +21.6% | +22.6% |
| 10Y | +256.3% | +89.0% | +167.3% | +141.4% |
| All | +202.2% | +109.5% | +92.7% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling