-41.5%
ACHR vs MET
+144.3%
-185.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.6% |
| 7D | +4.9% | +1.1% | +3.7% | +4.0% |
| 30D | +4.3% | -2.3% | +6.6% | +5.8% |
| 3M | +1.7% | +13.9% | -12.1% | -8.4% |
| 6M | -6.9% | +34.8% | -41.7% | -26.3% |
| YTD | -22.5% | +23.5% | -46.0% | -34.7% |
| 1Y | -31.5% | +23.4% | -54.9% | -42.1% |
| 3Y | -14.4% | +64.9% | -79.3% | -37.9% |
| 5Y | -41.6% | +82.0% | -123.7% | -58.5% |
| All | -41.5% | +144.3% | -185.9% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MET 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling