+57.9%
XLB vs ACHR
-45.0%
+103.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.2% |
| 7D | -2.8% | -2.3% | -0.6% | -2.7% |
| 30D | -3.1% | -11.3% | +8.2% | -2.4% |
| 3M | -0.2% | +5.3% | -5.4% | -1.1% |
| 6M | +3.1% | -13.2% | +16.3% | +3.2% |
| YTD | +13.3% | -25.8% | +39.1% | +14.4% |
| 1Y | +12.0% | -34.3% | +46.3% | +13.4% |
| 3Y | +31.4% | -19.9% | +51.3% | +25.1% |
| 5Y | +33.9% | -42.7% | +76.6% | +19.8% |
| All | +57.9% | -45.0% | +103.0% | +38.0% |
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