+16.4%
AZN vs XLRE
+14.1%
+2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +0.2% |
| 7D | +11.5% | +7.1% | +4.4% | +5.7% |
| 30D | +20.8% | +10.9% | +9.8% | +11.4% |
| 3M | +21.5% | +0.7% | +20.7% | +20.7% |
| 6M | +3.0% | +4.1% | -1.1% | -0.5% |
| YTD | +3.9% | +14.5% | -10.6% | -5.7% |
| 1Y | +16.4% | +14.1% | +2.3% | +6.1% |
| All | +16.4% | +14.1% | +2.3% | +6.1% |
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