+261.2%
ARM vs XLRE
+42.8%
+218.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +5.8% |
| 7D | -5.3% | +2.3% | -7.6% | -6.5% |
| 30D | -30.0% | +7.3% | -37.3% | -33.1% |
| 3M | -34.1% | +0.1% | -34.1% | -34.0% |
| 6M | -12.6% | +2.3% | -14.9% | -15.3% |
| YTD | +70.4% | +13.3% | +57.1% | +51.1% |
| 1Y | +22.3% | +12.0% | +10.3% | +9.4% |
| 3Y | +261.2% | +45.5% | +215.7% | +166.9% |
| All | +261.2% | +42.8% | +218.4% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling