-42.7%
ACHR vs EL
-57.5%
+14.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -2.2% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | +9.8% | +19.8% | -10.0% | +0.4% |
| 3M | -10.5% | +25.7% | -36.2% | -19.9% |
| 6M | -15.5% | +5.4% | -21.0% | -19.0% |
| YTD | -24.1% | +0.2% | -24.3% | -26.6% |
| 1Y | -32.4% | +20.4% | -52.9% | -40.2% |
| 3Y | -11.6% | -32.1% | +20.5% | -4.1% |
| 5Y | -42.9% | -67.2% | +24.3% | -7.5% |
| All | -42.7% | -57.5% | +14.8% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling