+66.4%
AEP vs ACHR
-44.8%
+111.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -0.1% | -19.7% | +19.6% | 0.0% |
| 3M | -3.2% | +7.9% | -11.1% | -3.3% |
| 6M | -5.3% | -13.8% | +8.5% | -5.3% |
| YTD | +9.5% | -27.5% | +37.1% | +9.7% |
| 1Y | +17.5% | -33.9% | +51.4% | +17.7% |
| 3Y | +77.0% | -20.0% | +96.9% | +74.8% |
| 5Y | +66.4% | -44.0% | +110.4% | +60.5% |
| All | +66.4% | -44.8% | +111.2% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling