+5.7%
AS vs XLRE
+12.0%
-6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +4.5% | +2.1% | +2.4% | +2.6% |
| 30D | +13.2% | +7.1% | +6.1% | +6.7% |
| 3M | -11.9% | +1.3% | -13.2% | -13.0% |
| 6M | -11.6% | +2.1% | -13.7% | -13.7% |
| YTD | -14.7% | +13.1% | -27.8% | -22.3% |
| 1Y | +5.7% | +11.9% | -6.2% | -3.4% |
| All | +5.7% | +12.0% | -6.3% | -3.4% |
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