-13.1%
ACRE vs SPY
+572.0%
-585.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.0% |
| 7D | +8.6% | -2.7% | +11.3% | +11.9% |
| 30D | 0.0% | -5.4% | +5.4% | +6.0% |
| 3M | -19.6% | -4.1% | -15.5% | -16.0% |
| 6M | -24.9% | +0.7% | -25.7% | -25.7% |
| YTD | -15.4% | +8.7% | -24.1% | -22.9% |
| 1Y | -7.1% | +10.9% | -18.0% | -17.4% |
| 3Y | -43.7% | +75.0% | -118.7% | -69.8% |
| 5Y | -55.6% | +67.8% | -123.4% | -75.0% |
| 10Y | -13.3% | +312.9% | -326.1% | -77.2% |
| All | -13.1% | +572.0% | -585.0% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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