-43.8%
ACHR vs ED
+66.4%
-110.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -12.1% | +1.9% | -14.1% | -11.8% |
| 3M | +3.4% | +1.9% | +1.5% | +3.8% |
| 6M | -15.6% | -2.3% | -13.4% | -15.5% |
| YTD | -26.9% | +10.9% | -37.8% | -25.9% |
| 1Y | -34.8% | +14.5% | -49.3% | -33.8% |
| 3Y | -19.2% | +33.4% | -52.6% | -21.5% |
| 5Y | -43.8% | +67.3% | -111.0% | -49.6% |
| All | -43.8% | +66.4% | -110.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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