+76.0%
EFA vs ACHR
-42.6%
+118.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +1.2% | +4.9% | -3.7% | +0.8% |
| 30D | -0.7% | +4.3% | -5.0% | -1.2% |
| 3M | +6.4% | +1.7% | +4.7% | +5.6% |
| 6M | +11.4% | -6.9% | +18.3% | +11.0% |
| YTD | +14.0% | -22.5% | +36.5% | +14.8% |
| 1Y | +20.2% | -31.5% | +51.7% | +21.3% |
| 3Y | +68.2% | -14.4% | +82.6% | +59.6% |
| 5Y | +54.8% | -41.6% | +96.5% | +38.7% |
| All | +76.0% | -42.6% | +118.5% | +53.0% |
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 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