-44.0%
ACHR vs EFV
+94.1%
-138.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.4% |
| 7D | -5.4% | -2.0% | -3.4% | -2.0% |
| 30D | -19.7% | -0.2% | -19.6% | -19.4% |
| 3M | +7.9% | +9.1% | -1.2% | -7.3% |
| 6M | -13.8% | +11.7% | -25.5% | -28.2% |
| YTD | -27.5% | +17.0% | -44.6% | -44.1% |
| 1Y | -33.9% | +26.7% | -60.7% | -55.4% |
| 3Y | -20.0% | +90.2% | -110.1% | -71.8% |
| 5Y | -44.0% | +96.1% | -140.1% | -81.5% |
| All | -44.0% | +94.1% | -138.1% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling