-41.5%
ACHR vs SRE
+53.6%
-95.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | +4.9% | +1.4% | +3.4% | +4.1% |
| 30D | +4.3% | +1.9% | +2.4% | +2.8% |
| 3M | +1.7% | -3.3% | +5.0% | +2.3% |
| 6M | -6.9% | -6.4% | -0.4% | -5.3% |
| YTD | -22.5% | -1.8% | -20.7% | -23.7% |
| 1Y | -31.5% | +10.7% | -42.2% | -37.1% |
| 3Y | -14.4% | +31.8% | -46.2% | -27.1% |
| 5Y | -41.6% | +49.2% | -90.8% | -51.5% |
| All | -41.5% | +53.6% | -95.2% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling