-41.5%
ACHR vs AEM
+214.3%
-255.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.5% |
| 7D | +4.9% | +4.3% | +0.5% | +3.5% |
| 30D | +4.3% | +13.1% | -8.8% | 0.0% |
| 3M | +1.7% | +24.8% | -23.0% | -5.5% |
| 6M | -6.9% | -8.2% | +1.4% | -5.8% |
| YTD | -22.5% | +19.8% | -42.3% | -26.7% |
| 1Y | -31.5% | +32.1% | -63.6% | -36.5% |
| 3Y | -14.4% | +348.2% | -362.6% | -43.3% |
| 5Y | -41.6% | +297.5% | -339.1% | -61.7% |
| All | -41.5% | +214.3% | -255.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling