+115.5%
XLRE vs ALK
-41.3%
+156.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -1.2% | +2.6% | -3.7% | -1.7% |
| 30D | +6.4% | +7.8% | -1.4% | +4.5% |
| 3M | +2.0% | -15.2% | +17.2% | +5.0% |
| 6M | +1.8% | +5.0% | -3.3% | -0.7% |
| YTD | +13.2% | -18.4% | +31.6% | +15.1% |
| 1Y | +10.7% | -2.4% | +13.1% | +7.9% |
| 3Y | +43.7% | +19.8% | +23.9% | +26.9% |
| 5Y | +9.7% | -27.8% | +37.5% | +7.0% |
| 10Y | +112.8% | -42.0% | +154.8% | +85.8% |
| All | +115.5% | -41.3% | +156.8% | +88.2% |
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 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