-22.5%
ACHR vs XME
+93.2%
-115.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -5.2% |
| 7D | -9.2% | +0.3% | -9.5% | -9.1% |
| 30D | -1.0% | -6.1% | +5.1% | +6.9% |
| 3M | -42.2% | -18.6% | -23.6% | -27.5% |
| 6M | -38.2% | -23.9% | -14.3% | -16.3% |
| YTD | -46.4% | -9.3% | -37.1% | -40.0% |
| 1Y | -49.4% | +1.8% | -51.1% | -49.8% |
| 3Y | -22.5% | +93.0% | -115.5% | -67.3% |
| All | -22.5% | +93.2% | -115.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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