-42.7%
ACHR vs AEIS
+183.2%
-226.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.3% |
| 7D | -0.7% | +3.0% | -3.7% | -2.4% |
| 30D | +9.8% | -14.6% | +24.5% | +18.8% |
| 3M | -10.5% | -12.4% | +1.9% | -8.1% |
| 6M | -15.5% | -15.0% | -0.6% | -14.9% |
| YTD | -24.1% | +34.3% | -58.4% | -45.3% |
| 1Y | -32.4% | +87.4% | -119.8% | -61.9% |
| 3Y | -11.6% | +139.8% | -151.4% | -58.9% |
| 5Y | -42.9% | +220.7% | -263.6% | -77.6% |
| All | -42.7% | +183.2% | -226.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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