-20.3%
ACHR vs EL
-64.9%
+44.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.6% |
| 7D | +18.0% | +0.3% | +17.7% | +18.1% |
| 30D | +3.6% | +12.3% | -8.7% | -1.9% |
| 3M | -28.4% | +28.4% | -56.8% | -36.9% |
| 6M | -25.7% | +36.7% | -62.4% | -36.8% |
| YTD | -35.4% | +8.4% | -43.8% | -40.0% |
| 1Y | -45.6% | +25.4% | -71.1% | -52.9% |
| 3Y | -2.2% | +3.4% | -5.6% | -16.4% |
| 5Y | -20.3% | -64.8% | +44.4% | +50.9% |
| All | -20.3% | -64.9% | +44.6% | +50.9% |
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