+48.8%
AMCR vs XLRE
+109.5%
-60.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.1% |
| 7D | -6.3% | -1.2% | -5.1% | -5.6% |
| 30D | -7.8% | -2.4% | -5.4% | -6.5% |
| 3M | +7.5% | -2.5% | +10.0% | +9.1% |
| 6M | +2.7% | +4.0% | -1.3% | +0.6% |
| YTD | +6.0% | +9.3% | -3.2% | +1.0% |
| 1Y | +7.8% | +5.6% | +2.2% | +4.6% |
| 3Y | +5.8% | +31.3% | -25.5% | -9.4% |
| 5Y | -11.6% | +9.5% | -21.2% | -17.3% |
| 10Y | +14.6% | +89.0% | -74.4% | -10.3% |
| All | +48.8% | +109.5% | -60.7% | +17.4% |
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