-30.5%
ACHR vs ACI
-42.9%
+12.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -6.9% |
| 7D | -9.2% | +2.3% | -11.5% | -9.4% |
| 30D | -1.0% | +1.2% | -2.2% | -1.3% |
| 3M | -42.2% | +6.8% | -49.0% | -42.8% |
| 6M | -38.2% | -18.7% | -19.5% | -37.3% |
| YTD | -46.4% | -20.2% | -26.2% | -45.6% |
| 1Y | -49.4% | -23.7% | -25.6% | -48.3% |
| 3Y | -22.5% | -31.6% | +9.1% | -20.4% |
| All | -30.5% | -42.9% | +12.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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