+97.5%
AREC vs SPY
+78.7%
+18.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.6% |
| 7D | +6.1% | +0.5% | +5.5% | +5.3% |
| 30D | -9.2% | -0.9% | -8.3% | -7.9% |
| 3M | +15.4% | +3.9% | +11.6% | +10.4% |
| 6M | -20.8% | +14.5% | -35.3% | -31.9% |
| YTD | +0.3% | +12.9% | -12.6% | -12.0% |
| 1Y | +36.0% | +19.4% | +16.6% | +14.1% |
| 3Y | +97.5% | +78.5% | +19.0% | +43.4% |
| All | +97.5% | +78.7% | +18.7% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling