-24.4%
AS vs XLRE
+7.6%
-32.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.3% |
| 7D | -2.8% | -0.7% | -2.0% | -2.2% |
| 30D | -23.2% | -2.2% | -21.0% | -21.9% |
| 3M | -20.1% | -2.6% | -17.5% | -18.6% |
| 6M | -18.5% | +2.6% | -21.1% | -21.8% |
| YTD | -25.6% | +9.3% | -34.9% | -30.8% |
| 1Y | -24.4% | +7.2% | -31.6% | -30.2% |
| All | -24.4% | +7.6% | -32.0% | -30.2% |
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