+8.1%
XLRE vs ALK
-28.1%
+36.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.7% | -3.0% | +2.2% | -0.2% |
| 30D | -2.2% | -14.6% | +12.4% | +0.3% |
| 3M | -2.6% | -10.6% | +7.9% | -1.4% |
| 6M | +2.6% | -6.7% | +9.3% | +2.3% |
| YTD | +9.3% | -19.8% | +29.0% | +11.5% |
| 1Y | +7.2% | -35.2% | +42.4% | +13.6% |
| 3Y | +31.3% | +1.4% | +29.9% | +19.7% |
| 5Y | +8.1% | -30.7% | +38.8% | +3.8% |
| All | +8.1% | -28.1% | +36.2% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling