+146.8%
AREC vs SPY
+265.8%
-119.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +15.3% | +0.1% | +15.3% | +15.4% |
| 3M | +3.7% | +2.0% | +1.7% | +3.4% |
| 6M | -23.4% | +13.0% | -36.4% | -25.0% |
| YTD | -0.5% | +13.5% | -14.0% | -2.7% |
| 1Y | +32.0% | +20.0% | +12.0% | +28.4% |
| 3Y | +81.4% | +77.2% | +4.3% | +76.8% |
| 5Y | +3.2% | +81.9% | -78.6% | -9.1% |
| All | +146.8% | +265.8% | -119.0% | -100.2% |
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