+86.1%
ARM vs XLRE
+9.1%
+76.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.7% |
| 7D | +5.5% | -1.2% | +6.7% | +5.1% |
| 30D | -8.2% | -2.8% | -5.4% | -9.0% |
| 3M | -35.9% | -0.2% | -35.7% | -36.5% |
| 6M | +103.1% | +1.9% | +101.2% | +97.3% |
| YTD | +130.6% | +10.6% | +120.1% | +117.5% |
| 1Y | +86.1% | +8.8% | +77.2% | +77.4% |
| All | +86.1% | +9.1% | +76.9% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling