+29.5%
XLB vs ACHR
-58.8%
+88.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +3.9% | -5.1% | +9.0% | +4.3% |
| 30D | +8.9% | -12.7% | +21.6% | +9.9% |
| 3M | +4.1% | -22.4% | +26.5% | +5.8% |
| 6M | +7.3% | -28.6% | +35.9% | +9.7% |
| YTD | +20.4% | -45.2% | +65.6% | +25.7% |
| 1Y | +29.5% | -56.9% | +86.4% | +37.7% |
| All | +29.5% | -58.8% | +88.3% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling