-44.0%
ACHR vs EFX
-8.7%
-35.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | -2.3% | -4.5% | +2.3% | +0.8% |
| 30D | -11.3% | -6.1% | -5.2% | -7.7% |
| 3M | +5.3% | +6.2% | -0.9% | -1.9% |
| 6M | -13.2% | -11.2% | -2.0% | -9.1% |
| YTD | -25.8% | -21.4% | -4.4% | -16.6% |
| 1Y | -34.3% | -34.3% | 0.0% | -15.3% |
| 3Y | -19.9% | -12.5% | -7.4% | -19.2% |
| 5Y | -42.7% | -35.6% | -7.1% | -32.5% |
| All | -44.0% | -8.7% | -35.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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