-44.0%
ACHR vs IEF
-9.3%
-34.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.1% |
| 7D | -5.4% | -1.2% | -4.2% | -4.1% |
| 30D | -19.7% | -1.5% | -18.3% | -18.4% |
| 3M | +7.9% | -1.7% | +9.6% | +10.1% |
| 6M | -13.8% | -3.5% | -10.2% | -10.2% |
| YTD | -27.5% | -2.6% | -24.9% | -25.2% |
| 1Y | -33.9% | -2.4% | -31.5% | -32.1% |
| 3Y | -20.0% | +8.9% | -28.9% | -27.0% |
| 5Y | -44.0% | -9.2% | -34.7% | -60.7% |
| All | -44.0% | -9.3% | -34.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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