+74.2%
EFA vs ACHR
-45.0%
+119.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | -1.7% | -11.3% | +9.6% | -0.9% |
| 3M | +3.5% | +5.3% | -1.8% | +2.5% |
| 6M | +9.5% | -13.2% | +22.7% | +9.7% |
| YTD | +12.9% | -25.8% | +38.7% | +14.0% |
| 1Y | +18.2% | -34.3% | +52.5% | +19.6% |
| 3Y | +64.8% | -19.9% | +84.8% | +57.1% |
| 5Y | +53.9% | -42.7% | +96.5% | +38.2% |
| All | +74.2% | -45.0% | +119.2% | +51.9% |
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