-44.8%
ACHR vs EXC
+76.1%
-120.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.6% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -12.1% | -0.9% | -11.3% | -12.0% |
| 3M | +3.4% | -2.7% | +6.1% | +3.4% |
| 6M | -15.6% | -9.4% | -6.3% | -14.4% |
| YTD | -26.9% | +3.0% | -29.9% | -28.4% |
| 1Y | -34.8% | +5.1% | -39.9% | -36.6% |
| 3Y | -19.2% | +20.6% | -39.8% | -26.7% |
| 5Y | -43.8% | +45.7% | -89.5% | -52.6% |
| All | -44.8% | +76.1% | -120.9% | -58.4% |
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