+35.0%
EEM vs ACHR
-60.3%
+95.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +0.3% |
| 7D | +2.7% | -9.2% | +11.9% | +3.5% |
| 30D | -5.4% | -1.0% | -4.4% | -5.5% |
| 3M | -8.6% | -42.2% | +33.5% | -4.4% |
| 6M | -8.9% | -38.2% | +29.3% | -5.9% |
| YTD | +11.9% | -46.4% | +58.3% | +16.4% |
| 1Y | +13.1% | -49.4% | +62.4% | +17.9% |
| 3Y | +70.7% | -22.5% | +93.2% | +63.2% |
| 5Y | +31.8% | -29.8% | +61.6% | +17.1% |
| All | +35.0% | -60.3% | +95.3% | +23.1% |
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