+39.9%
ICE vs ACHR
-44.8%
+84.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | +4.0% | -12.1% | +16.1% | +4.6% |
| 3M | +11.0% | +3.4% | +7.6% | +10.2% |
| 6M | -5.0% | -15.6% | +10.7% | -4.7% |
| YTD | -2.7% | -26.9% | +24.2% | -1.8% |
| 1Y | -8.6% | -34.8% | +26.1% | -7.8% |
| 3Y | +41.4% | -19.2% | +60.6% | +34.2% |
| 5Y | +39.9% | -43.8% | +83.6% | +28.9% |
| All | +39.9% | -44.8% | +84.7% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling