+29.7%
EWZ vs ACHR
-52.6%
+82.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.4% | +1.4% |
| 7D | +1.4% | +15.3% | -13.9% | +0.3% |
| 30D | -25.1% | -3.0% | -22.1% | -25.1% |
| 3M | -7.7% | -14.0% | +6.2% | -7.2% |
| 6M | -15.8% | -25.8% | +9.9% | -14.9% |
| YTD | +3.6% | -36.0% | +39.7% | +5.5% |
| 1Y | +5.5% | -41.2% | +46.7% | +7.8% |
| 3Y | +22.1% | -8.6% | +30.7% | +16.1% |
| 5Y | +58.3% | -20.6% | +79.0% | +44.6% |
| All | +29.7% | -52.6% | +82.3% | +21.4% |
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