-45.3%
ACHR vs EXPE
+124.2%
-169.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.6% |
| 7D | -5.4% | -8.7% | +3.3% | -1.9% |
| 30D | -19.7% | -13.6% | -6.1% | -15.2% |
| 3M | +7.9% | +26.6% | -18.7% | -4.3% |
| 6M | -13.8% | +19.9% | -33.7% | -22.4% |
| YTD | -27.5% | -1.7% | -25.8% | -30.4% |
| 1Y | -33.9% | +29.4% | -63.4% | -45.7% |
| 3Y | -20.0% | +155.7% | -175.6% | -55.4% |
| 5Y | -44.0% | +93.1% | -137.1% | -65.7% |
| All | -45.3% | +124.2% | -169.6% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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