-99.9%
APRE vs SPY
+190.7%
-290.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -11.1% | +3.3% | -14.4% | -12.8% |
| 30D | -26.7% | -2.7% | -24.0% | -25.5% |
| 3M | -35.6% | -1.7% | -33.8% | -35.0% |
| 6M | -51.1% | +3.1% | -54.2% | -52.2% |
| YTD | -48.4% | +11.9% | -60.3% | -51.8% |
| 1Y | -65.1% | +12.0% | -77.1% | -67.3% |
| 3Y | -88.5% | +78.2% | -166.7% | -91.7% |
| 5Y | -99.6% | +73.2% | -172.8% | -99.7% |
| All | -99.9% | +190.7% | -290.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling