+85.1%
AME vs XLRE
+7.5%
+77.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.4% |
| 7D | 0.0% | -2.7% | +2.7% | +1.5% |
| 30D | -8.6% | -2.3% | -6.3% | -7.5% |
| 3M | +5.8% | -3.5% | +9.3% | +7.5% |
| 6M | +3.8% | +1.9% | +2.0% | +2.4% |
| YTD | +14.4% | +8.3% | +6.1% | +9.0% |
| 1Y | +25.8% | +6.4% | +19.4% | +21.0% |
| 3Y | +55.2% | +30.2% | +24.9% | +30.5% |
| All | +85.1% | +7.5% | +77.6% | +75.3% |
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 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