+31.2%
XLRE vs ABCL
+103.9%
-72.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.9% |
| 7D | -0.7% | -2.7% | +2.0% | -0.6% |
| 30D | -2.2% | +18.3% | -20.5% | -3.2% |
| 3M | -2.6% | +108.5% | -111.1% | -7.4% |
| 6M | +2.6% | +213.9% | -211.4% | -5.9% |
| YTD | +9.3% | +223.1% | -213.8% | -0.5% |
| 1Y | +7.2% | +160.6% | -153.4% | -1.5% |
| All | +31.2% | +103.9% | -72.6% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling