-43.8%
ACHR vs EXE
+100.7%
-144.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -5.3% |
| 7D | -2.7% | -2.7% | +0.1% | -2.0% |
| 30D | -12.1% | -0.4% | -11.8% | -12.1% |
| 3M | +3.4% | +9.5% | -6.1% | +0.9% |
| 6M | -15.6% | -9.3% | -6.3% | -14.0% |
| YTD | -26.9% | -10.9% | -16.0% | -25.5% |
| 1Y | -34.8% | +4.3% | -39.1% | -36.7% |
| 3Y | -19.2% | +18.8% | -38.0% | -23.5% |
| 5Y | -43.8% | +101.4% | -145.2% | -47.4% |
| All | -43.8% | +100.7% | -144.4% | -47.4% |
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