-30.5%
ACHR vs ECL
+38.6%
-69.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.5% | -8.1% |
| 7D | -9.2% | +2.9% | -12.1% | -11.1% |
| 30D | -1.0% | +7.5% | -8.5% | -6.5% |
| 3M | -42.2% | +12.2% | -54.4% | -47.3% |
| 6M | -38.2% | +24.6% | -62.8% | -49.0% |
| YTD | -46.4% | +18.8% | -65.2% | -54.2% |
| 1Y | -49.4% | +19.3% | -68.7% | -57.0% |
| 3Y | -22.5% | +78.2% | -100.7% | -54.9% |
| All | -30.5% | +38.6% | -69.1% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling