-14.6%
AAL vs ACHR
-52.1%
+37.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | +3.4% | +18.0% | -14.5% | +0.4% |
| 30D | +11.7% | +3.6% | +8.1% | +10.8% |
| 3M | -7.8% | -28.4% | +20.6% | -3.0% |
| 6M | +10.2% | -25.7% | +35.9% | +13.6% |
| YTD | -8.0% | -35.4% | +27.3% | -3.7% |
| 1Y | +8.5% | -45.6% | +54.2% | +16.6% |
| 3Y | +19.5% | -2.2% | +21.7% | +5.5% |
| 5Y | -33.9% | -20.3% | -13.6% | -51.0% |
| All | -14.6% | -52.1% | +37.5% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling