-30.5%
ACHR vs AEE
+56.4%
-86.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.2% |
| 7D | -9.2% | +1.7% | -10.9% | -9.6% |
| 30D | -1.0% | +9.7% | -10.7% | -3.1% |
| 3M | -42.2% | +5.9% | -48.1% | -43.0% |
| 6M | -38.2% | +6.7% | -44.9% | -39.5% |
| YTD | -46.4% | +17.4% | -63.8% | -49.4% |
| 1Y | -49.4% | +12.7% | -62.0% | -51.5% |
| 3Y | -22.5% | +68.2% | -90.7% | -34.3% |
| All | -30.5% | +56.4% | -86.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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