-51.3%
ACHR vs ESI
+108.4%
-159.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +0.6% |
| 7D | +18.0% | +1.8% | +16.1% | +16.8% |
| 30D | +3.6% | -6.6% | +10.2% | +8.0% |
| 3M | -28.4% | -9.4% | -19.1% | -24.6% |
| 6M | -25.7% | -24.1% | -1.6% | -13.7% |
| YTD | -35.4% | +37.1% | -72.5% | -52.1% |
| 1Y | -45.6% | +24.5% | -70.2% | -56.8% |
| 3Y | -2.2% | +83.2% | -85.4% | -42.0% |
| 5Y | -20.3% | +44.0% | -64.3% | -49.7% |
| All | -51.3% | +108.4% | -159.6% | -70.4% |
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