-42.7%
ACHR vs ECL
+34.2%
-76.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | -2.6% | +1.9% | +1.2% |
| 30D | +9.8% | -2.2% | +12.0% | +11.5% |
| 3M | -10.5% | +10.1% | -20.6% | -17.7% |
| 6M | -15.5% | -5.7% | -9.8% | -12.7% |
| YTD | -24.1% | +7.0% | -31.0% | -29.0% |
| 1Y | -32.4% | +2.7% | -35.1% | -35.0% |
| 3Y | -11.6% | +57.7% | -69.3% | -39.7% |
| 5Y | -42.9% | +31.1% | -74.0% | -58.2% |
| All | -42.7% | +34.2% | -76.9% | -58.8% |
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