-8.6%
ACHR vs EXC
+28.9%
-37.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +15.3% | -1.7% | +17.1% | +15.2% |
| 30D | -3.0% | +9.3% | -12.3% | -2.6% |
| 3M | -14.0% | +1.0% | -15.0% | -13.7% |
| 6M | -25.8% | +5.9% | -31.7% | -26.1% |
| YTD | -36.0% | +7.6% | -43.7% | -37.0% |
| 1Y | -41.2% | +2.4% | -43.6% | -41.4% |
| 3Y | -8.6% | +30.2% | -38.8% | -23.6% |
| All | -8.6% | +28.9% | -37.4% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling