+54.5%
XLRE vs ALC
+24.0%
+30.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | -2.8% | -0.1% | -2.7% | -2.9% |
| 3M | -0.2% | +5.9% | -6.1% | -2.9% |
| 6M | +1.9% | -15.9% | +17.9% | +8.6% |
| YTD | +10.6% | -10.1% | +20.7% | +14.1% |
| 1Y | +8.8% | -10.2% | +19.0% | +12.0% |
| 3Y | +31.5% | -13.6% | +45.1% | +34.2% |
| 5Y | +6.6% | -15.1% | +21.7% | +7.1% |
| All | +54.5% | +24.0% | +30.5% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling