+329.1%
APP vs XLRE
+6.4%
+322.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.0% |
| 7D | -4.4% | -0.7% | -3.7% | -3.7% |
| 30D | -10.0% | -2.2% | -7.8% | -7.9% |
| 3M | -41.4% | -2.6% | -38.8% | -40.0% |
| 6M | -41.0% | +2.6% | -43.6% | -43.6% |
| YTD | -54.7% | +9.3% | -64.0% | -60.1% |
| 1Y | -45.3% | +7.2% | -52.6% | -50.9% |
| 3Y | +624.3% | +31.3% | +592.9% | +396.1% |
| 5Y | +329.1% | +8.1% | +321.0% | +302.5% |
| All | +329.1% | +6.4% | +322.7% | +302.5% |
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 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