+5.6%
XLRE vs ABCL
+152.1%
-146.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | +0.8% |
| 7D | -1.2% | -4.7% | +3.6% | -1.1% |
| 30D | -2.4% | +5.2% | -7.6% | -2.5% |
| 3M | -2.5% | +106.6% | -109.1% | -4.1% |
| 6M | +4.0% | +198.4% | -194.4% | +0.3% |
| YTD | +9.3% | +218.4% | -209.1% | +4.5% |
| 1Y | +5.6% | +136.2% | -130.6% | +1.8% |
| All | +5.6% | +152.1% | -146.5% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling