-41.5%
ACHR vs AEE
+60.4%
-101.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +4.9% | +1.3% | +3.5% | +4.5% |
| 30D | +4.3% | -1.2% | +5.5% | +4.5% |
| 3M | +1.7% | +1.0% | +0.7% | +0.9% |
| 6M | -6.9% | -2.3% | -4.6% | -7.0% |
| YTD | -22.5% | +9.1% | -31.6% | -25.4% |
| 1Y | -31.5% | +10.6% | -42.1% | -34.3% |
| 3Y | -14.4% | +48.5% | -62.9% | -24.8% |
| 5Y | -41.6% | +39.9% | -81.5% | -49.0% |
| All | -41.5% | +60.4% | -101.9% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling