+357.0%
AME vs XLRE
+111.8%
+245.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | -6.3% | -2.4% | -3.9% | -4.9% |
| 3M | +5.4% | +0.6% | +4.8% | +4.6% |
| 6M | +7.4% | +3.9% | +3.5% | +4.4% |
| YTD | +16.2% | +10.5% | +5.7% | +8.4% |
| 1Y | +26.8% | +8.4% | +18.4% | +19.8% |
| 3Y | +57.5% | +32.8% | +24.7% | +27.5% |
| 5Y | +84.8% | +7.0% | +77.8% | +71.8% |
| 10Y | +424.3% | +83.8% | +340.5% | +252.4% |
| All | +357.0% | +111.8% | +245.1% | +192.3% |
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 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