+8.6%
XLRE vs ALM
+856.4%
-847.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.6% |
| 7D | -2.7% | -7.1% | +4.4% | -2.5% |
| 30D | -2.3% | +24.7% | -27.0% | -3.0% |
| 3M | -3.5% | +8.3% | -11.8% | -4.0% |
| 6M | +1.9% | -22.2% | +24.0% | +2.0% |
| YTD | +8.3% | +88.1% | -79.7% | +5.5% |
| 1Y | +6.4% | +272.4% | -266.0% | +0.9% |
| 3Y | +30.2% | +2,004.1% | -1,973.9% | +11.0% |
| 5Y | +8.6% | +915.8% | -907.2% | -6.1% |
| All | +8.6% | +856.4% | -847.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling