+88.2%
XLRE vs ALK
-35.7%
+123.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | -2.4% | -13.1% | +10.7% | +0.3% |
| 3M | -2.5% | -11.8% | +9.3% | -0.5% |
| 6M | +4.0% | -0.4% | +4.4% | +2.3% |
| YTD | +9.3% | -18.2% | +27.5% | +11.4% |
| 1Y | +5.6% | -35.5% | +41.1% | +12.8% |
| 3Y | +31.3% | +1.8% | +29.5% | +20.8% |
| 5Y | +9.5% | -26.6% | +36.2% | +6.4% |
| All | +88.2% | -35.7% | +123.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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