+672.3%
AU vs XLRE
+89.0%
+583.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -4.3% | -1.2% | -3.1% | -3.8% |
| 30D | +7.3% | -2.4% | +9.7% | +8.4% |
| 3M | +26.3% | -2.5% | +28.8% | +27.6% |
| 6M | +1.8% | +4.0% | -2.2% | +0.4% |
| YTD | +26.8% | +9.3% | +17.5% | +22.6% |
| 1Y | +66.7% | +5.6% | +61.1% | +63.3% |
| 3Y | +579.1% | +31.3% | +547.8% | +511.6% |
| 5Y | +689.3% | +9.5% | +679.8% | +642.0% |
| All | +672.3% | +89.0% | +583.2% | +509.7% |
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