-20.2%
AAL vs ACHR
-60.3%
+40.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.9% | +0.2% |
| 7D | -0.1% | -9.2% | +9.2% | +1.6% |
| 30D | +11.7% | -1.0% | +12.7% | +11.7% |
| 3M | -12.5% | -42.2% | +29.6% | -4.5% |
| 6M | +3.6% | -38.2% | +41.8% | +10.2% |
| YTD | -14.1% | -46.4% | +32.3% | -7.1% |
| 1Y | +0.8% | -49.4% | +50.1% | +9.6% |
| 3Y | +11.8% | -22.5% | +34.3% | +2.7% |
| 5Y | -35.1% | -29.8% | -5.3% | -50.2% |
| All | -20.2% | -60.3% | +40.1% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling