+1,305.0%
APH vs XLRE
+112.0%
+1,193.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +5.0% | -1.2% | +6.2% | +5.8% |
| 30D | -3.9% | -2.8% | -1.1% | -2.2% |
| 3M | +13.0% | -0.2% | +13.2% | +12.3% |
| 6M | +25.2% | +1.9% | +23.2% | +22.7% |
| YTD | +22.9% | +10.6% | +12.4% | +14.2% |
| 1Y | +47.8% | +8.8% | +39.0% | +38.6% |
| 3Y | +283.0% | +31.5% | +251.5% | +210.6% |
| 5Y | +349.7% | +6.6% | +343.1% | +319.1% |
| 10Y | +1,061.2% | +84.0% | +977.2% | +673.7% |
| All | +1,305.0% | +112.0% | +1,193.0% | +784.7% |
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 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