-44.8%
ACHR vs ECL
+30.8%
-75.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.5% | -4.1% |
| 7D | -2.7% | -2.7% | +0.1% | -0.7% |
| 30D | -12.1% | -4.3% | -7.9% | -9.3% |
| 3M | +3.4% | +3.2% | +0.2% | +0.2% |
| 6M | -15.6% | -2.9% | -12.7% | -14.8% |
| YTD | -26.9% | +4.3% | -31.1% | -30.3% |
| 1Y | -34.8% | +1.6% | -36.4% | -36.8% |
| 3Y | -19.2% | +54.3% | -73.5% | -44.1% |
| 5Y | -43.8% | +26.5% | -70.2% | -58.0% |
| All | -44.8% | +30.8% | -75.6% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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