-41.5%
ACHR vs ES
+4.4%
-45.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | +4.3% | -1.2% | +5.5% | +4.6% |
| 3M | +1.7% | +5.0% | -3.2% | -0.5% |
| 6M | -6.9% | -2.8% | -4.0% | -6.7% |
| YTD | -22.5% | +8.6% | -31.0% | -25.7% |
| 1Y | -31.5% | +18.9% | -50.4% | -36.9% |
| 3Y | -14.4% | +32.1% | -46.5% | -26.4% |
| 5Y | -41.6% | -5.1% | -36.6% | -45.3% |
| All | -41.5% | +4.4% | -45.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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