-10.4%
ACHR vs EXC
+21.5%
-31.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +9.8% | -3.7% | +13.5% | +10.1% |
| 3M | -10.5% | -1.3% | -9.2% | -11.0% |
| 6M | -15.5% | -9.7% | -5.8% | -14.4% |
| YTD | -24.1% | +2.9% | -27.0% | -26.0% |
| 1Y | -32.4% | +4.4% | -36.8% | -34.6% |
| All | -10.4% | +21.5% | -31.8% | -24.3% |
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