+134.9%
AS vs XLRE
+26.8%
+108.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +6.9% | +1.9% | +5.0% | +5.3% |
| 30D | +16.0% | +8.5% | +7.5% | +8.4% |
| 3M | -12.8% | -1.0% | -11.9% | -12.1% |
| 6M | -15.4% | 0.0% | -15.4% | -15.6% |
| YTD | -15.7% | +11.7% | -27.4% | -23.3% |
| 1Y | +6.1% | +11.8% | -5.8% | -3.7% |
| All | +134.9% | +26.8% | +108.0% | +90.9% |
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