+114.5%
XLRE vs ALK
-44.9%
+159.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +6.9% | +7.7% | -0.8% | +5.1% |
| 3M | -0.8% | -19.0% | +18.2% | +3.0% |
| 6M | +2.1% | -0.2% | +2.3% | +0.6% |
| YTD | +12.6% | -23.5% | +36.1% | +16.0% |
| 1Y | +12.5% | -9.1% | +21.6% | +11.3% |
| 3Y | +44.2% | +12.0% | +32.2% | +29.1% |
| 5Y | +9.1% | -30.9% | +40.0% | +7.3% |
| 10Y | +111.8% | -45.6% | +157.4% | +87.3% |
| All | +114.5% | -44.9% | +159.4% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling