-44.0%
ACHR vs ELF
+339.3%
-383.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -2.3% | -11.6% | +9.4% | +1.9% |
| 30D | -11.3% | +4.6% | -15.9% | -12.9% |
| 3M | +5.3% | +59.7% | -54.4% | -10.8% |
| 6M | -13.2% | +21.2% | -34.4% | -20.1% |
| YTD | -25.8% | +27.4% | -53.2% | -33.9% |
| 1Y | -34.3% | -29.8% | -4.5% | -30.5% |
| 3Y | -19.9% | -28.5% | +8.5% | -28.4% |
| 5Y | -42.7% | +220.0% | -262.7% | -80.6% |
| All | -44.0% | +339.3% | -383.3% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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