+4.7%
XLRE vs ALC
-14.0%
+18.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -2.7% | -7.7% | +5.0% | -1.4% |
| 30D | -2.3% | -11.7% | +9.3% | -0.3% |
| 3M | -3.5% | +0.7% | -4.1% | -3.8% |
| 6M | +1.9% | -17.1% | +18.9% | +4.5% |
| YTD | +8.3% | -15.1% | +23.5% | +10.4% |
| All | +4.7% | -14.0% | +18.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling