-51.5%
AREC vs SPY
+2.7%
-54.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +1.7% |
| 7D | +7.8% | +0.1% | +7.8% | +6.1% |
| 30D | -26.4% | -3.3% | -23.1% | -19.8% |
| 3M | -56.6% | -2.4% | -54.2% | -53.9% |
| All | -51.5% | +2.7% | -54.2% | -54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling