+32.8%
XLRE vs ALLE
+49.7%
-16.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.3% | +2.8% | -3.1% | -1.2% |
| 30D | -2.4% | -7.6% | +5.2% | -0.1% |
| 3M | +0.6% | +22.8% | -22.2% | -6.3% |
| 6M | +3.9% | +4.6% | -0.7% | +2.0% |
| YTD | +10.5% | -1.2% | +11.7% | +9.8% |
| 1Y | +8.4% | -9.1% | +17.5% | +11.1% |
| 3Y | +32.8% | +50.0% | -17.2% | +4.5% |
| All | +32.8% | +49.7% | -16.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling