+32.5%
XLB vs ACHR
-20.7%
+53.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | -0.6% |
| 7D | -2.9% | -2.7% | -0.3% | -2.8% |
| 30D | -3.4% | -12.1% | +8.8% | -2.6% |
| 3M | +1.6% | +3.4% | -1.8% | +0.8% |
| 6M | +3.6% | -15.6% | +19.3% | +4.1% |
| YTD | +14.2% | -26.9% | +41.1% | +15.6% |
| 1Y | +15.6% | -34.8% | +50.3% | +17.1% |
| All | +32.5% | -20.7% | +53.3% | +29.7% |
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 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