+125.3%
AS vs XLRE
+27.8%
+97.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +3.4% | +6.0% | -2.7% | -1.5% |
| 3M | -8.6% | +0.5% | -9.1% | -9.0% |
| 6M | -10.0% | +1.2% | -11.3% | -11.2% |
| YTD | -19.2% | +12.6% | -31.8% | -26.9% |
| 1Y | -3.8% | +11.0% | -14.8% | -12.0% |
| All | +125.3% | +27.8% | +97.4% | +81.9% |
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 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