+4.9%
ACRE vs SPY
+602.1%
-597.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.8% | +0.1% | -2.8% | -2.8% |
| 3M | -6.4% | +2.0% | -8.4% | -8.5% |
| 6M | -6.4% | +13.0% | -19.4% | -18.1% |
| YTD | +2.0% | +13.5% | -11.5% | -11.2% |
| 1Y | +3.5% | +20.0% | -16.5% | -15.5% |
| 3Y | -33.9% | +77.2% | -111.0% | -64.8% |
| 5Y | -45.2% | +81.9% | -127.1% | -71.8% |
| 10Y | +8.4% | +314.1% | -305.7% | -71.9% |
| All | +4.9% | +602.1% | -597.2% | -80.9% |
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