-59.6%
ACHR vs EXPE
+108.9%
-168.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.4% |
| 7D | -9.2% | -0.5% | -8.7% | -9.0% |
| 30D | -1.0% | -6.1% | +5.1% | +0.2% |
| 3M | -42.2% | -21.3% | -20.9% | -37.5% |
| 6M | -38.2% | +19.0% | -57.2% | -44.8% |
| YTD | -46.4% | -8.4% | -38.0% | -47.8% |
| 1Y | -49.4% | -2.8% | -46.6% | -52.3% |
| 3Y | -22.5% | +120.8% | -143.3% | -54.2% |
| 5Y | -29.8% | +46.2% | -76.0% | -54.3% |
| All | -59.6% | +108.9% | -168.5% | -77.2% |
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