-34.5%
ARE vs SPY
+318.9%
-353.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.0% |
| 7D | -5.9% | -2.0% | -4.0% | -4.2% |
| 30D | +3.0% | -1.7% | +4.6% | +4.5% |
| 3M | -4.0% | +4.7% | -8.7% | -8.3% |
| 6M | -0.1% | +12.5% | -12.6% | -10.3% |
| YTD | +4.2% | +11.7% | -7.5% | -5.8% |
| 1Y | -37.4% | +17.5% | -54.9% | -46.0% |
| 3Y | -49.5% | +76.6% | -126.0% | -69.9% |
| 5Y | -69.0% | +82.0% | -151.0% | -82.1% |
| All | -34.5% | +318.9% | -353.4% | -82.1% |
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