-44.0%
ACHR vs EWT
+216.4%
-260.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +0.3% |
| 7D | -2.3% | -1.1% | -1.1% | -1.1% |
| 30D | -11.3% | +4.5% | -15.7% | -15.9% |
| 3M | +5.3% | +8.3% | -3.0% | -5.5% |
| 6M | -13.2% | +54.2% | -67.5% | -49.7% |
| YTD | -25.8% | +74.6% | -100.4% | -63.1% |
| 1Y | -34.3% | +84.9% | -119.2% | -69.3% |
| 3Y | -19.9% | +197.5% | -217.5% | -78.8% |
| 5Y | -42.7% | +150.6% | -193.2% | -82.4% |
| All | -44.0% | +216.4% | -260.5% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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