-59.6%
ACHR vs ES
+6.0%
-65.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.2% |
| 7D | -9.2% | +2.7% | -11.9% | -10.0% |
| 30D | -1.0% | +7.6% | -8.6% | -3.5% |
| 3M | -42.2% | +0.5% | -42.7% | -42.5% |
| 6M | -38.2% | +7.6% | -45.8% | -40.4% |
| YTD | -46.4% | +10.2% | -56.6% | -49.0% |
| 1Y | -49.4% | +1.8% | -51.2% | -50.6% |
| 3Y | -22.5% | +55.4% | -77.9% | -36.7% |
| 5Y | -29.8% | +7.3% | -37.1% | -36.6% |
| All | -59.6% | +6.0% | -65.6% | -63.2% |
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