+88.2%
XLRE vs ACM
+134.0%
-45.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | -1.2% | -4.6% | +3.4% | +0.3% |
| 30D | -2.4% | +4.1% | -6.5% | -3.8% |
| 3M | -2.5% | -8.3% | +5.8% | -0.5% |
| 6M | +4.0% | -30.1% | +34.0% | +15.2% |
| YTD | +9.3% | -32.6% | +41.9% | +21.7% |
| 1Y | +5.6% | -49.6% | +55.2% | +29.1% |
| 3Y | +31.3% | -23.0% | +54.3% | +36.4% |
| 5Y | +9.5% | +2.0% | +7.6% | +2.6% |
| All | +88.2% | +134.0% | -45.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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