+88.2%
XLRE vs ALM
+2,589.2%
-2,501.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.0% |
| 7D | -1.2% | -11.8% | +10.7% | -0.9% |
| 30D | -2.4% | +7.8% | -10.2% | -2.6% |
| 3M | -2.5% | -9.3% | +6.8% | -2.5% |
| 6M | +4.0% | -30.5% | +34.4% | +4.3% |
| YTD | +9.3% | +75.8% | -66.5% | +7.1% |
| 1Y | +5.6% | +241.2% | -235.6% | +1.6% |
| 3Y | +31.3% | +1,872.6% | -1,841.3% | +18.6% |
| 5Y | +9.5% | +849.6% | -840.0% | 0.0% |
| All | +88.2% | +2,589.2% | -2,501.0% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling