-35.1%
AUR vs XLRE
+8.4%
-43.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.4% |
| 7D | +1.4% | -1.2% | +2.6% | +3.1% |
| 30D | -6.4% | -2.4% | -4.0% | -3.3% |
| 3M | +7.7% | -2.5% | +10.2% | +10.2% |
| 6M | +44.5% | +4.0% | +40.5% | +34.0% |
| YTD | +67.4% | +9.3% | +58.2% | +44.3% |
| 1Y | +15.4% | +5.6% | +9.9% | +4.4% |
| 3Y | +94.8% | +31.3% | +63.6% | +33.9% |
| All | -35.1% | +8.4% | -43.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling