-33.9%
AAL vs ACHR
-19.0%
-14.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.7% |
| 7D | +3.4% | +18.0% | -14.5% | +0.2% |
| 30D | +11.7% | +3.6% | +8.1% | +10.7% |
| 3M | -7.8% | -28.4% | +20.6% | -2.6% |
| 6M | +10.2% | -25.7% | +35.9% | +13.9% |
| YTD | -8.0% | -35.4% | +27.3% | -3.4% |
| 1Y | +8.5% | -45.6% | +54.2% | +17.2% |
| 3Y | +19.5% | -2.2% | +21.7% | +3.3% |
| 5Y | -33.9% | -20.3% | -13.6% | -53.9% |
| All | -33.9% | -19.0% | -14.9% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling