-44.0%
ACHR vs EFV
+119.9%
-163.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +0.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.0% |
| 30D | -11.3% | +0.6% | -11.9% | -12.0% |
| 3M | +5.3% | +7.5% | -2.2% | -6.3% |
| 6M | -13.2% | +13.0% | -26.2% | -28.0% |
| YTD | -25.8% | +18.3% | -44.1% | -42.4% |
| 1Y | -34.3% | +26.7% | -61.0% | -54.0% |
| 3Y | -19.9% | +89.6% | -109.5% | -68.4% |
| 5Y | -42.7% | +98.2% | -140.9% | -79.1% |
| All | -44.0% | +119.9% | -163.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling