-55.5%
ACHR vs EXPD
+109.2%
-164.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.3% | +17.0% | +15.9% |
| 7D | +5.7% | -7.2% | +12.9% | +9.6% |
| 30D | -4.9% | -3.3% | -1.7% | -3.5% |
| 3M | -15.1% | +3.4% | -18.5% | -17.1% |
| 6M | -30.7% | +22.7% | -53.4% | -38.9% |
| YTD | -41.0% | +24.5% | -65.5% | -49.5% |
| 1Y | -50.0% | +38.6% | -88.6% | -60.1% |
| 3Y | -17.0% | +71.5% | -88.5% | -44.6% |
| 5Y | -29.4% | +56.2% | -85.7% | -51.2% |
| All | -55.5% | +109.2% | -164.7% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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