+5.6%
XLRE vs ALHC
-19.9%
+25.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +0.9% |
| 7D | -1.2% | -6.9% | +5.7% | -0.8% |
| 30D | -2.4% | -6.7% | +4.3% | -2.1% |
| 3M | -2.5% | -37.7% | +35.2% | -0.6% |
| 6M | +4.0% | -30.0% | +34.0% | +4.4% |
| YTD | +9.3% | -36.2% | +45.4% | +9.2% |
| 1Y | +5.6% | -22.9% | +28.5% | +4.6% |
| All | +5.6% | -19.9% | +25.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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