+2.7%
ECL vs XLRE
+9.1%
-6.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | -2.6% | -1.2% | -1.4% | -1.7% |
| 30D | -2.2% | -2.8% | +0.6% | 0.0% |
| 3M | +10.1% | -0.2% | +10.3% | +10.1% |
| 6M | -5.7% | +1.9% | -7.7% | -7.1% |
| YTD | +7.0% | +10.6% | -3.6% | -2.0% |
| 1Y | +2.7% | +8.8% | -6.2% | -3.6% |
| All | +2.7% | +9.1% | -6.5% | -3.6% |
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