+50.1%
XLRE vs ABCL
-81.2%
+131.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.8% | -3.3% | +4.1% | +1.0% |
| 30D | +6.9% | -7.1% | +14.1% | +7.2% |
| 3M | -0.8% | +4.7% | -5.6% | -1.5% |
| 6M | +2.1% | +140.9% | -138.8% | -4.5% |
| YTD | +12.6% | +236.0% | -223.4% | +2.4% |
| 1Y | +12.5% | +217.4% | -204.9% | +2.6% |
| 3Y | +44.2% | +188.7% | -144.5% | +28.4% |
| 5Y | +9.1% | -23.5% | +32.6% | +1.2% |
| All | +50.1% | -81.2% | +131.3% | +42.5% |
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