+83.6%
AEP vs ACHR
-43.7%
+127.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | -0.8% | +9.8% | -10.6% | -0.9% |
| 3M | -1.8% | -10.5% | +8.7% | -1.8% |
| 6M | -5.4% | -15.5% | +10.2% | -5.3% |
| YTD | +10.4% | -24.1% | +34.5% | +10.6% |
| 1Y | +18.2% | -32.4% | +50.6% | +18.4% |
| 3Y | +79.0% | -11.6% | +90.6% | +76.4% |
| 5Y | +64.8% | -42.9% | +107.7% | +63.7% |
| All | +83.6% | -43.7% | +127.4% | +89.5% |
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