-42.7%
ACHR vs ELF
+397.1%
-439.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.6% |
| 7D | -0.7% | +5.4% | -6.0% | -2.5% |
| 30D | +9.8% | +27.0% | -17.2% | +0.8% |
| 3M | -10.5% | +113.2% | -123.7% | -31.4% |
| 6M | -15.5% | +36.6% | -52.1% | -25.6% |
| YTD | -24.1% | +44.2% | -68.3% | -35.1% |
| 1Y | -32.4% | -18.0% | -14.4% | -32.2% |
| 3Y | -11.6% | -19.9% | +8.3% | -23.8% |
| 5Y | -42.9% | +257.7% | -300.6% | -81.4% |
| All | -42.7% | +397.1% | -439.9% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling