-35.7%
AUR vs XLRE
+21.3%
-57.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.4% |
| 7D | +1.4% | -1.2% | +2.6% | +3.0% |
| 30D | -6.4% | -2.4% | -4.0% | -3.4% |
| 3M | +7.7% | -2.5% | +10.2% | +10.1% |
| 6M | +44.5% | +4.0% | +40.5% | +34.5% |
| YTD | +67.4% | +9.3% | +58.2% | +45.2% |
| 1Y | +15.4% | +5.6% | +9.9% | +4.9% |
| 3Y | +94.8% | +31.3% | +63.6% | +36.7% |
| 5Y | -35.1% | +9.5% | -44.7% | -42.5% |
| All | -35.7% | +21.3% | -57.0% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling