+65.4%
IEFA vs ACHR
-19.6%
+85.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | -1.5% | -11.3% | +9.8% | -0.7% |
| 3M | +3.4% | +5.3% | -1.9% | +2.4% |
| 6M | +9.5% | -13.2% | +22.7% | +9.7% |
| YTD | +13.0% | -25.8% | +38.8% | +14.2% |
| 1Y | +18.0% | -34.3% | +52.3% | +19.4% |
| 3Y | +65.4% | -19.9% | +85.3% | +60.6% |
| All | +65.4% | -19.6% | +85.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling