-56.6%
ACHR vs ELF
+414.6%
-471.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.2% | -6.7% | -9.4% |
| 7D | +11.9% | +3.4% | +8.5% | +11.0% |
| 30D | -2.5% | +5.0% | -7.4% | -3.7% |
| 3M | -31.2% | +22.6% | -53.7% | -35.7% |
| 6M | -32.2% | +104.0% | -136.2% | -47.2% |
| YTD | -42.4% | +49.3% | -91.7% | -51.2% |
| 1Y | -49.9% | +46.0% | -96.0% | -57.3% |
| 3Y | -12.9% | +19.4% | -32.3% | -36.1% |
| 5Y | -24.6% | +262.0% | -286.6% | -75.5% |
| All | -56.6% | +414.6% | -471.2% | -87.1% |
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