+43.2%
XLB vs ACHR
-19.2%
+62.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | +0.3% |
| 7D | +0.5% | -9.2% | +9.8% | +1.2% |
| 30D | +5.2% | -1.0% | +6.1% | +5.0% |
| 3M | +0.3% | -42.2% | +42.5% | +3.9% |
| 6M | +1.2% | -38.2% | +39.4% | +3.7% |
| YTD | +16.6% | -46.4% | +63.1% | +20.2% |
| 1Y | +21.4% | -49.4% | +70.8% | +25.4% |
| 3Y | +43.2% | -22.5% | +65.7% | +39.0% |
| All | +43.2% | -19.2% | +62.5% | +39.0% |
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 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