-74.4%
AREC vs SPY
+14.6%
-89.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.1% | -11.0% |
| 7D | -18.4% | -0.7% | -17.6% | -16.9% |
| 30D | -42.8% | -1.0% | -41.7% | -41.2% |
| 3M | -50.2% | -0.3% | -49.8% | -49.6% |
| 6M | -55.4% | +7.3% | -62.8% | -63.0% |
| YTD | -59.2% | +13.3% | -72.5% | -71.2% |
| 1Y | -74.4% | +14.8% | -89.2% | -82.4% |
| All | -74.4% | +14.6% | -89.0% | -82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling