-59.6%
ACHR vs ESI
+102.5%
-162.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.5% |
| 7D | -9.2% | +5.5% | -14.8% | -12.1% |
| 30D | -1.0% | -7.8% | +6.8% | +4.2% |
| 3M | -42.2% | -15.0% | -27.2% | -36.3% |
| 6M | -38.2% | -24.9% | -13.3% | -27.7% |
| YTD | -46.4% | +33.2% | -79.6% | -59.4% |
| 1Y | -49.4% | +24.9% | -74.3% | -59.9% |
| 3Y | -22.5% | +77.8% | -100.3% | -53.1% |
| 5Y | -29.8% | +37.1% | -66.9% | -54.7% |
| All | -59.6% | +102.5% | -162.0% | -74.9% |
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 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