+18.8%
AREC vs SPY
+258.3%
-239.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +6.7% |
| 7D | +7.8% | +0.1% | +7.8% | +7.8% |
| 30D | -26.4% | -3.3% | -23.1% | -25.7% |
| 3M | -56.6% | -2.4% | -54.2% | -56.3% |
| 6M | -47.0% | +2.6% | -49.5% | -47.0% |
| YTD | -52.1% | +11.2% | -63.3% | -52.8% |
| 1Y | -70.4% | +13.4% | -83.8% | -70.9% |
| 3Y | -11.3% | +79.9% | -91.2% | -12.8% |
| 5Y | -49.9% | +72.2% | -122.1% | -56.8% |
| All | +18.8% | +258.3% | -239.5% | -100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling