-58.7%
ACHR vs IRE
-97.7%
+39.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.8% | +13.7% | +0.5% |
| 7D | +14.0% | -41.9% | +55.9% | +21.5% |
| 30D | -5.0% | -75.1% | +70.0% | +13.1% |
| 3M | -24.8% | -82.4% | +57.6% | -8.1% |
| 6M | -27.3% | -95.5% | +68.2% | +1.0% |
| YTD | -37.4% | -93.1% | +55.7% | -27.4% |
| 1Y | -44.3% | -97.8% | +53.5% | -29.2% |
| All | -58.7% | -97.7% | +39.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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