-42.7%
ACHR vs ALLE
+48.8%
-91.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | +9.8% | -6.8% | +16.6% | +16.0% |
| 3M | -10.5% | +21.0% | -31.5% | -23.8% |
| 6M | -15.5% | +1.1% | -16.6% | -17.3% |
| YTD | -24.1% | -0.5% | -23.5% | -25.4% |
| 1Y | -32.4% | -7.3% | -25.2% | -29.8% |
| 3Y | -11.6% | +42.3% | -53.9% | -35.6% |
| 5Y | -42.9% | +13.5% | -56.4% | -58.0% |
| All | -42.7% | +48.8% | -91.5% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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