-44.0%
ACHR vs XHB
+73.9%
-118.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +0.9% |
| 7D | -2.3% | -4.6% | +2.4% | +2.0% |
| 30D | -11.3% | -9.1% | -2.2% | -3.1% |
| 3M | +5.3% | -8.6% | +13.8% | +13.1% |
| 6M | -13.2% | -4.0% | -9.2% | -11.5% |
| YTD | -25.8% | -3.9% | -21.9% | -25.0% |
| 1Y | -34.3% | -16.5% | -17.8% | -24.4% |
| 3Y | -19.9% | +22.6% | -42.5% | -36.8% |
| 5Y | -42.7% | +33.9% | -76.6% | -59.6% |
| All | -44.0% | +73.9% | -118.0% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling