-99.0%
AMC vs XLRE
+87.4%
-186.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.3% |
| 7D | -7.1% | -2.7% | -4.4% | -4.6% |
| 30D | -1.7% | -2.3% | +0.7% | +0.6% |
| 3M | +13.5% | -3.5% | +16.9% | +16.5% |
| 6M | +112.6% | +1.9% | +110.8% | +108.3% |
| YTD | +51.3% | +8.3% | +42.9% | +39.4% |
| 1Y | -14.5% | +6.4% | -20.9% | -20.1% |
| 3Y | -67.1% | +30.2% | -97.4% | -75.4% |
| 5Y | -99.5% | +8.6% | -108.1% | -99.6% |
| All | -99.0% | +87.4% | -186.4% | -99.3% |
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