+11.0%
AVRE vs SPY
+88.4%
-77.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | +0.6% | +2.0% | -1.3% | -0.8% |
| 6M | +1.4% | +13.0% | -11.7% | -6.6% |
| YTD | +9.5% | +13.5% | -4.1% | +0.5% |
| 1Y | +10.2% | +20.0% | -9.8% | -2.6% |
| 3Y | +30.2% | +77.2% | -47.0% | -14.1% |
| All | +11.0% | +88.4% | -77.4% | -29.8% |
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