-60.2%
ACHR vs EXE
+188.3%
-248.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.4% | -2.2% | -3.2% | -4.9% |
| 30D | -19.7% | -0.8% | -18.9% | -19.6% |
| 3M | +7.9% | +10.0% | -2.1% | +5.4% |
| 6M | -13.8% | -6.3% | -7.4% | -12.9% |
| YTD | -27.5% | -10.7% | -16.8% | -26.4% |
| 1Y | -33.9% | +2.7% | -36.6% | -35.4% |
| 3Y | -20.0% | +19.1% | -39.1% | -23.8% |
| 5Y | -44.0% | +105.4% | -149.4% | -47.9% |
| All | -60.2% | +188.3% | -248.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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