-44.0%
ACHR vs ESI
+110.2%
-154.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -2.3% | -4.6% | +2.4% | +0.8% |
| 30D | -11.3% | -10.5% | -0.8% | -4.8% |
| 3M | +5.3% | -19.8% | +25.1% | +19.1% |
| 6M | -13.2% | +5.8% | -19.0% | -21.0% |
| YTD | -25.8% | +38.3% | -64.1% | -44.8% |
| 1Y | -34.3% | +31.5% | -65.8% | -49.3% |
| 3Y | -19.9% | +80.7% | -100.6% | -51.5% |
| 5Y | -42.7% | +69.4% | -112.1% | -64.2% |
| All | -44.0% | +110.2% | -154.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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