+89.2%
CME vs ACHR
-45.8%
+135.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.8% |
| 7D | -0.6% | -2.7% | +2.0% | -0.6% |
| 30D | +4.7% | -12.1% | +16.8% | +4.7% |
| 3M | +7.8% | +3.4% | +4.5% | +7.8% |
| 6M | -11.0% | -15.6% | +4.7% | -10.9% |
| YTD | +4.0% | -26.9% | +30.9% | +4.1% |
| 1Y | +9.1% | -34.8% | +43.9% | +9.2% |
| 3Y | +52.3% | -19.2% | +71.5% | +50.5% |
| 5Y | +76.1% | -43.8% | +119.9% | +67.2% |
| All | +89.2% | -45.8% | +135.1% | +75.8% |
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