+8.6%
XLRE vs ACM
-0.5%
+9.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.3% |
| 7D | -2.7% | -5.9% | +3.2% | -0.9% |
| 30D | -2.3% | -6.2% | +3.9% | -0.8% |
| 3M | -3.5% | -7.9% | +4.4% | -1.8% |
| 6M | +1.9% | -30.6% | +32.5% | +13.5% |
| YTD | +8.3% | -33.3% | +41.6% | +21.4% |
| 1Y | +6.4% | -49.2% | +55.6% | +31.8% |
| 3Y | +30.2% | -23.5% | +53.7% | +30.6% |
| 5Y | +8.6% | +0.9% | +7.7% | -2.2% |
| All | +8.6% | -0.5% | +9.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling