-99.1%
APRE vs SPY
+81.8%
-180.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | -0.1% | +0.5% | -0.7% | -0.4% |
| 30D | +28.5% | -0.9% | +29.4% | +28.9% |
| 3M | +13.8% | +3.9% | +9.9% | +11.6% |
| 6M | -7.2% | +14.5% | -21.7% | -12.5% |
| YTD | -2.1% | +12.9% | -15.0% | -7.0% |
| 1Y | -48.1% | +19.4% | -67.5% | -51.6% |
| 3Y | -79.0% | +78.5% | -157.4% | -82.3% |
| 5Y | -99.1% | +81.8% | -180.8% | -99.2% |
| All | -99.1% | +81.8% | -180.8% | -99.2% |
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