-41.7%
ACHR vs ITOT
+74.3%
-116.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +0.6% |
| 7D | -2.3% | -0.9% | -1.4% | -0.3% |
| 30D | -11.3% | -1.5% | -9.8% | -8.1% |
| 3M | +5.3% | +3.6% | +1.7% | -1.2% |
| 6M | -13.2% | +13.7% | -26.9% | -32.0% |
| YTD | -25.8% | +12.9% | -38.7% | -40.6% |
| 1Y | -34.3% | +17.2% | -51.5% | -50.4% |
| 3Y | -19.9% | +75.6% | -95.6% | -69.9% |
| All | -41.7% | +74.3% | -116.0% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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