+107.7%
XLRE vs ALK
-45.1%
+152.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +6.0% | +3.3% | +2.8% | +5.1% |
| 3M | +0.5% | -17.6% | +18.1% | +4.1% |
| 6M | +1.2% | +0.8% | +0.4% | -0.5% |
| YTD | +12.6% | -22.4% | +35.0% | +15.6% |
| 1Y | +11.0% | -10.1% | +21.1% | +10.0% |
| 3Y | +43.0% | +14.0% | +29.0% | +27.3% |
| 5Y | +9.1% | -29.8% | +38.9% | +6.9% |
| All | +107.7% | -45.1% | +152.8% | +81.2% |
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