-44.8%
ACHR vs MXL
+114.6%
-159.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.5% | -13.2% | -7.7% |
| 7D | -2.7% | +19.0% | -21.6% | -7.4% |
| 30D | -12.1% | +4.5% | -16.6% | -14.4% |
| 3M | +3.4% | -1.5% | +4.9% | -2.7% |
| 6M | -15.6% | +348.6% | -364.3% | -59.4% |
| YTD | -26.9% | +310.3% | -337.1% | -63.8% |
| 1Y | -34.8% | +344.7% | -379.5% | -69.1% |
| 3Y | -19.2% | +211.2% | -230.4% | -63.0% |
| 5Y | -43.8% | +34.8% | -78.6% | -64.5% |
| All | -44.8% | +114.6% | -159.4% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 2026-09-09: compounded portfolio wealth divided by compounded MXL 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 2026-09-09 analysis · Full analysis span regression · 6 months rolling