+81.9%
AEP vs ACHR
-45.0%
+126.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -0.9% | -2.3% | +1.3% | -0.9% |
| 30D | -1.1% | -11.3% | +10.2% | -1.0% |
| 3M | -3.3% | +5.3% | -8.6% | -3.4% |
| 6M | -4.6% | -13.2% | +8.6% | -4.6% |
| YTD | +9.4% | -25.8% | +35.2% | +9.6% |
| 1Y | +16.9% | -34.3% | +51.2% | +17.2% |
| 3Y | +76.6% | -19.9% | +96.6% | +74.3% |
| 5Y | +66.2% | -42.7% | +108.8% | +64.9% |
| All | +81.9% | -45.0% | +126.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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