+207.2%
APD vs XLRE
+112.0%
+95.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -1.5% |
| 30D | +2.1% | -2.8% | +4.9% | +3.9% |
| 3M | +7.2% | -0.2% | +7.4% | +7.0% |
| 6M | +11.2% | +1.9% | +9.3% | +9.3% |
| YTD | +24.4% | +10.6% | +13.8% | +15.7% |
| 1Y | +6.7% | +8.8% | -2.2% | +0.2% |
| 3Y | +9.2% | +31.5% | -22.3% | -9.8% |
| 5Y | +27.4% | +6.6% | +20.8% | +19.1% |
| 10Y | +164.8% | +84.0% | +80.8% | +75.0% |
| All | +207.2% | +112.0% | +95.3% | +93.5% |
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