+53.6%
EWZ vs ACHR
-42.6%
+96.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.8% |
| 7D | +5.6% | +4.9% | +0.7% | +5.2% |
| 30D | +9.3% | +4.3% | +5.0% | +8.7% |
| 3M | +15.7% | +1.7% | +13.9% | +14.8% |
| 6M | +7.4% | -6.9% | +14.3% | +7.1% |
| YTD | +22.7% | -22.5% | +45.2% | +23.5% |
| 1Y | +36.4% | -31.5% | +67.9% | +37.7% |
| 3Y | +50.4% | -14.4% | +64.8% | +43.5% |
| 5Y | +67.6% | -41.6% | +109.3% | +57.1% |
| All | +53.6% | -42.6% | +96.1% | +42.3% |
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