-30.5%
ACHR vs EXE
+76.7%
-107.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.1% |
| 7D | -9.2% | +5.3% | -14.6% | -10.4% |
| 30D | -1.0% | -2.2% | +1.2% | -0.5% |
| 3M | -42.2% | -5.9% | -36.3% | -41.4% |
| 6M | -38.2% | -5.7% | -32.5% | -37.5% |
| YTD | -46.4% | -17.8% | -28.6% | -44.3% |
| 1Y | -49.4% | -23.1% | -26.2% | -46.2% |
| 3Y | -22.5% | +21.2% | -43.7% | -27.5% |
| All | -30.5% | +76.7% | -107.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling