-59.6%
ACHR vs EXC
+86.3%
-145.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.1% |
| 7D | -9.2% | +1.4% | -10.6% | -9.4% |
| 30D | -1.0% | +8.6% | -9.6% | -2.3% |
| 3M | -42.2% | +2.4% | -44.6% | -42.4% |
| 6M | -38.2% | +6.5% | -44.6% | -39.3% |
| YTD | -46.4% | +9.0% | -55.5% | -48.1% |
| 1Y | -49.4% | +4.6% | -54.0% | -50.4% |
| 3Y | -22.5% | +33.5% | -56.0% | -31.3% |
| 5Y | -29.8% | +41.4% | -71.2% | -40.1% |
| All | -59.6% | +86.3% | -145.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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