-51.3%
ACHR vs ECL
+48.3%
-99.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.8% |
| 7D | +18.0% | -2.3% | +20.2% | +19.9% |
| 30D | +3.6% | +8.3% | -4.7% | -2.2% |
| 3M | -28.4% | +8.4% | -36.9% | -32.6% |
| 6M | -25.7% | +23.3% | -49.0% | -37.2% |
| YTD | -35.4% | +18.2% | -53.6% | -43.8% |
| 1Y | -45.6% | +18.8% | -64.4% | -53.0% |
| 3Y | -2.2% | +78.5% | -80.7% | -39.4% |
| 5Y | -20.3% | +40.1% | -60.4% | -45.8% |
| All | -51.3% | +48.3% | -99.5% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling