-44.0%
ACHR vs EFX
-37.1%
-6.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | -11.1% | +5.8% | +2.9% |
| 30D | -19.7% | -7.4% | -12.4% | -15.4% |
| 3M | +7.9% | +1.5% | +6.4% | +3.3% |
| 6M | -13.8% | -13.7% | -0.1% | -7.4% |
| YTD | -27.5% | -21.9% | -5.7% | -17.6% |
| 1Y | -33.9% | -30.8% | -3.2% | -17.4% |
| 3Y | -20.0% | -12.4% | -7.6% | -21.7% |
| 5Y | -44.0% | -35.9% | -8.1% | -25.8% |
| All | -44.0% | -37.1% | -6.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling