-3.7%
APA vs XLRE
+89.0%
-92.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | +4.6% | -1.2% | +5.7% | +5.6% |
| 30D | +11.9% | -2.4% | +14.3% | +14.2% |
| 3M | +22.5% | -2.5% | +25.0% | +24.6% |
| 6M | +37.5% | +4.0% | +33.6% | +30.1% |
| YTD | +87.2% | +9.3% | +77.9% | +68.9% |
| 1Y | +101.4% | +5.6% | +95.8% | +87.6% |
| 3Y | +16.9% | +31.3% | -14.4% | -13.5% |
| 5Y | +178.4% | +9.5% | +168.9% | +143.6% |
| All | -3.7% | +89.0% | -92.7% | -36.9% |
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