+110.4%
XLRE vs ALM
+2,196.7%
-2,086.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.2% |
| 7D | -0.3% | +8.4% | -8.7% | -0.5% |
| 30D | -2.4% | +34.8% | -37.2% | -3.0% |
| 3M | +0.6% | +16.2% | -15.7% | +0.1% |
| 6M | +3.9% | +2.1% | +1.8% | +3.4% |
| YTD | +10.5% | +117.0% | -106.5% | +8.2% |
| 1Y | +8.4% | +313.9% | -305.5% | +4.4% |
| 3Y | +32.8% | +2,327.9% | -2,295.1% | +21.4% |
| 5Y | +7.0% | +1,040.6% | -1,033.6% | -1.3% |
| 10Y | +83.8% | +3,219.4% | -3,135.6% | +67.1% |
| All | +110.4% | +2,196.7% | -2,086.3% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling