-45.7%
SE vs ACHR
-45.8%
+0.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -2.8% |
| 7D | -3.6% | -2.7% | -1.0% | -3.0% |
| 30D | -5.3% | -12.1% | +6.8% | -2.7% |
| 3M | +28.1% | +3.4% | +24.7% | +25.2% |
| 6M | +20.7% | -15.6% | +36.3% | +22.8% |
| YTD | -14.8% | -26.9% | +12.1% | -11.0% |
| 1Y | -43.6% | -34.8% | -8.8% | -40.7% |
| 3Y | +184.2% | -19.2% | +203.4% | +145.8% |
| 5Y | -66.3% | -43.8% | -22.5% | -76.9% |
| All | -45.7% | -45.8% | +0.1% | -60.0% |
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 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