+22.6%
APD vs XLRE
+8.4%
+14.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.3% |
| 7D | -3.3% | -1.2% | -2.1% | -2.6% |
| 30D | -4.2% | -2.4% | -1.8% | -2.8% |
| 3M | +5.4% | -2.5% | +7.9% | +6.7% |
| 6M | +6.3% | +4.0% | +2.3% | +3.1% |
| YTD | +20.3% | +9.3% | +11.0% | +12.9% |
| 1Y | +1.6% | +5.6% | -4.0% | -2.6% |
| 3Y | +4.0% | +31.3% | -27.3% | -13.4% |
| All | +22.6% | +8.4% | +14.2% | +11.7% |
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