-20.2%
AMRZ vs XLRE
+8.0%
-28.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | -4.7% | -0.7% | -3.9% | -4.2% |
| 30D | -11.3% | -2.2% | -9.0% | -10.0% |
| 3M | -22.1% | -2.6% | -19.4% | -20.8% |
| 6M | -29.6% | +2.6% | -32.2% | -31.2% |
| YTD | -23.3% | +9.3% | -32.6% | -28.0% |
| 1Y | -23.7% | +7.2% | -31.0% | -28.2% |
| All | -20.2% | +8.0% | -28.2% | -25.1% |
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 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