+11.3%
XLRE vs ADVB
-96.8%
+108.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.6% | +0.1% |
| 7D | +0.8% | +27.8% | -26.9% | +0.8% |
| 30D | +6.9% | -50.8% | +57.7% | +7.2% |
| 3M | -0.8% | -70.5% | +69.7% | -0.3% |
| 6M | +2.1% | -46.7% | +48.8% | +1.7% |
| YTD | +12.6% | -56.7% | +69.3% | +11.9% |
| 1Y | +12.5% | -71.8% | +84.3% | +13.0% |
| All | +11.3% | -96.8% | +108.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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