-14.4%
ACHR vs ELF
-23.6%
+9.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.6% |
| 7D | +4.9% | -1.2% | +6.0% | +5.1% |
| 30D | +4.3% | +5.9% | -1.6% | +2.2% |
| 3M | +1.7% | +99.5% | -97.8% | -17.7% |
| 6M | -6.9% | +26.5% | -33.4% | -14.6% |
| YTD | -22.5% | +37.2% | -59.7% | -31.4% |
| 1Y | -31.5% | -24.4% | -7.1% | -29.8% |
| 3Y | -14.4% | -23.3% | +8.9% | -35.2% |
| All | -14.4% | -23.6% | +9.2% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling