+92.0%
AEP vs ACHR
-60.3%
+152.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +2.9% | -9.2% | +12.1% | +2.9% |
| 30D | +3.2% | -1.0% | +4.2% | +3.2% |
| 3M | +3.8% | -42.2% | +46.0% | +4.1% |
| 6M | +2.5% | -38.2% | +40.7% | +2.7% |
| YTD | +15.5% | -46.4% | +61.9% | +15.8% |
| 1Y | +9.6% | -49.4% | +59.0% | +10.0% |
| 3Y | +91.2% | -22.5% | +113.7% | +88.4% |
| 5Y | +88.2% | -29.8% | +118.0% | +84.2% |
| All | +92.0% | -60.3% | +152.3% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling