-43.8%
ACHR vs ELF
+230.6%
-274.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -4.3% |
| 7D | -2.7% | -6.8% | +4.1% | -0.3% |
| 30D | -12.1% | +5.1% | -17.2% | -13.8% |
| 3M | +3.4% | +79.8% | -76.4% | -16.1% |
| 6M | -15.6% | +29.7% | -45.4% | -24.3% |
| YTD | -26.9% | +31.6% | -58.5% | -35.7% |
| 1Y | -34.8% | -27.9% | -6.8% | -31.5% |
| 3Y | -19.2% | -26.4% | +7.2% | -29.0% |
| 5Y | -43.8% | +235.6% | -279.4% | -84.0% |
| All | -43.8% | +230.6% | -274.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling