-100.0%
AIRE vs SPY
+86.8%
-186.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.3% |
| 7D | -5.1% | -2.0% | -3.1% | -2.0% |
| 30D | -1.3% | -1.7% | +0.3% | +1.5% |
| 3M | -25.1% | +4.7% | -29.9% | -30.4% |
| 6M | -80.1% | +12.5% | -92.6% | -83.3% |
| YTD | -85.7% | +11.7% | -97.4% | -87.8% |
| 1Y | -91.5% | +17.5% | -109.0% | -93.0% |
| All | -100.0% | +86.8% | -186.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling