+119.1%
CME vs ACHR
-60.3%
+179.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.8% |
| 7D | +3.9% | -9.2% | +13.2% | +4.0% |
| 30D | +11.3% | -1.0% | +12.3% | +11.3% |
| 3M | +19.6% | -42.2% | +61.7% | +19.8% |
| 6M | +8.1% | -38.2% | +46.3% | +8.3% |
| YTD | +20.4% | -46.4% | +66.8% | +20.7% |
| 1Y | +16.5% | -49.4% | +65.9% | +16.8% |
| 3Y | +66.4% | -22.5% | +88.9% | +63.9% |
| 5Y | +74.5% | -29.8% | +104.3% | +66.6% |
| All | +119.1% | -60.3% | +179.3% | +103.7% |
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