-45.3%
ACHR vs EW
+0.4%
-45.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -5.4% | -3.4% | -2.0% | -3.9% |
| 30D | -19.7% | -7.4% | -12.4% | -16.8% |
| 3M | +7.9% | +0.9% | +7.0% | +7.4% |
| 6M | -13.8% | +1.2% | -14.9% | -14.3% |
| YTD | -27.5% | +1.8% | -29.3% | -28.2% |
| 1Y | -33.9% | +10.8% | -44.8% | -37.4% |
| 3Y | -20.0% | +17.1% | -37.1% | -31.2% |
| 5Y | -44.0% | -28.2% | -15.8% | -40.9% |
| All | -45.3% | +0.4% | -45.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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