-43.8%
ACHR vs EL
-68.4%
+24.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -4.3% |
| 7D | -2.7% | -2.4% | -0.3% | -1.6% |
| 30D | -12.1% | +13.7% | -25.8% | -17.8% |
| 3M | +3.4% | +14.5% | -11.1% | -3.4% |
| 6M | -15.6% | +7.4% | -23.0% | -19.9% |
| YTD | -26.9% | -4.7% | -22.2% | -27.6% |
| 1Y | -34.8% | +12.9% | -47.7% | -40.7% |
| 3Y | -19.2% | -32.2% | +13.0% | -12.3% |
| 5Y | -43.8% | -68.4% | +24.6% | +2.9% |
| All | -43.8% | -68.4% | +24.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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