+44.5%
XLRE vs ABCL
-82.9%
+127.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.5% |
| 7D | -2.7% | -9.6% | +6.9% | -2.2% |
| 30D | -2.3% | +7.2% | -9.5% | -2.9% |
| 3M | -3.5% | +105.5% | -109.0% | -8.2% |
| 6M | +1.9% | +193.0% | -191.1% | -5.8% |
| YTD | +8.3% | +205.8% | -197.5% | -0.6% |
| 1Y | +6.4% | +144.4% | -138.0% | -1.5% |
| 3Y | +30.2% | +93.3% | -63.1% | +19.0% |
| 5Y | +8.6% | -44.9% | +53.5% | +1.5% |
| All | +44.5% | -82.9% | +127.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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