-41.7%
ACHR vs EME
+575.5%
-617.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | -0.4% |
| 7D | -2.3% | +3.5% | -5.8% | -4.4% |
| 30D | -11.3% | -6.3% | -5.0% | -7.8% |
| 3M | +5.3% | -3.8% | +9.0% | +5.9% |
| 6M | -13.2% | +8.5% | -21.7% | -20.1% |
| YTD | -25.8% | +27.8% | -53.6% | -39.9% |
| 1Y | -34.3% | +22.2% | -56.5% | -46.1% |
| 3Y | -19.9% | +253.5% | -273.4% | -68.9% |
| All | -41.7% | +575.5% | -617.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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