+9.7%
XLRE vs ABCL
-12.4%
+22.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | +7.1% | -0.7% | +7.8% | +6.9% |
| 3M | +1.3% | +33.4% | -32.2% | -1.5% |
| 6M | +2.1% | +137.8% | -135.7% | -6.3% |
| YTD | +13.1% | +264.3% | -251.2% | -0.9% |
| 1Y | +11.9% | +209.2% | -197.3% | -0.7% |
| 3Y | +43.7% | +208.4% | -164.7% | +22.0% |
| All | +9.7% | -12.4% | +22.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling