+38.4%
AR vs XLRE
+89.0%
-50.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.5% |
| 7D | -2.5% | -1.2% | -1.3% | -1.7% |
| 30D | +2.5% | -2.4% | +4.9% | +4.3% |
| 3M | +12.3% | -2.5% | +14.8% | +14.1% |
| 6M | -3.1% | +4.0% | -7.1% | -7.2% |
| YTD | +11.5% | +9.3% | +2.2% | +2.4% |
| 1Y | +17.0% | +5.6% | +11.4% | +10.5% |
| 3Y | +47.3% | +31.3% | +16.0% | +15.2% |
| 5Y | +141.2% | +9.5% | +131.7% | +117.6% |
| All | +38.4% | +89.0% | -50.6% | -17.8% |
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