+72.5%
CME vs ACHR
-21.2%
+93.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.5% |
| 7D | +1.7% | +14.0% | -12.4% | +1.6% |
| 30D | +10.2% | -5.0% | +15.2% | +10.2% |
| 3M | +17.8% | -24.8% | +42.5% | +18.0% |
| 6M | +11.0% | -27.3% | +38.3% | +11.2% |
| YTD | +17.0% | -37.4% | +54.4% | +17.3% |
| 1Y | +15.8% | -44.3% | +60.1% | +16.1% |
| 3Y | +61.8% | -5.2% | +67.0% | +58.6% |
| 5Y | +72.5% | -20.8% | +93.3% | +65.0% |
| All | +72.5% | -21.2% | +93.7% | +65.0% |
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