-41.6%
ACHR vs ED
+71.7%
-113.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.3% |
| 7D | +4.9% | +0.5% | +4.3% | +5.0% |
| 30D | +4.3% | +1.1% | +3.2% | +4.6% |
| 3M | +1.7% | +4.6% | -2.9% | +2.7% |
| 6M | -6.9% | -2.0% | -4.9% | -6.6% |
| YTD | -22.5% | +11.7% | -34.2% | -21.3% |
| 1Y | -31.5% | +15.7% | -47.2% | -30.3% |
| 3Y | -14.4% | +34.4% | -48.7% | -16.7% |
| 5Y | -41.6% | +67.3% | -109.0% | -47.8% |
| All | -41.6% | +71.7% | -113.3% | -47.8% |
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