-44.0%
ACHR vs DE
+174.5%
-218.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.3% | -2.6% | +0.3% | -1.1% |
| 30D | -11.3% | +9.0% | -20.3% | -15.4% |
| 3M | +5.3% | +19.1% | -13.9% | -4.8% |
| 6M | -13.2% | +14.4% | -27.6% | -20.4% |
| YTD | -25.8% | +45.9% | -71.7% | -40.8% |
| 1Y | -34.3% | +43.6% | -77.9% | -47.4% |
| 3Y | -19.9% | +75.9% | -95.8% | -41.3% |
| 5Y | -42.7% | +98.8% | -141.4% | -61.0% |
| All | -44.0% | +174.5% | -218.5% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling