+12.5%
XLRE vs ALK
-8.9%
+21.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +6.0% | +3.3% | +2.8% | +5.5% |
| 3M | +0.5% | -17.6% | +18.1% | +2.1% |
| 6M | +1.2% | +0.8% | +0.4% | +0.1% |
| YTD | +12.6% | -22.4% | +35.0% | +12.9% |
| All | +12.5% | -8.9% | +21.4% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling