-42.7%
ACHR vs ESI
+120.4%
-163.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -2.8% |
| 7D | -0.7% | +3.3% | -4.0% | -2.8% |
| 30D | +9.8% | -5.9% | +15.7% | +13.7% |
| 3M | -10.5% | -14.1% | +3.6% | -3.1% |
| 6M | -15.5% | +6.6% | -22.1% | -23.3% |
| YTD | -24.1% | +45.0% | -69.1% | -45.2% |
| 1Y | -32.4% | +41.5% | -73.9% | -50.3% |
| 3Y | -11.6% | +78.8% | -90.4% | -46.2% |
| 5Y | -42.9% | +70.9% | -113.8% | -65.3% |
| All | -42.7% | +120.4% | -163.1% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling