-22.5%
ACHR vs SRE
+24.6%
-47.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.3% |
| 7D | -9.2% | +1.8% | -11.0% | -10.2% |
| 30D | -1.0% | -3.0% | +2.0% | +0.5% |
| 3M | -42.2% | -7.3% | -34.9% | -40.0% |
| 6M | -38.2% | -11.9% | -26.3% | -34.5% |
| YTD | -46.4% | -7.9% | -38.5% | -45.9% |
| 1Y | -49.4% | -11.1% | -38.2% | -47.3% |
| 3Y | -22.5% | +24.8% | -47.3% | -37.5% |
| All | -22.5% | +24.6% | -47.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling