-5.8%
XLC vs ACHR
-58.8%
+53.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.8% | -5.1% | +6.8% | +2.1% |
| 30D | -6.0% | -12.7% | +6.8% | -5.3% |
| 3M | -6.0% | -22.4% | +16.4% | -4.7% |
| 6M | -9.1% | -28.6% | +19.5% | -7.6% |
| YTD | -10.0% | -45.2% | +35.2% | -8.0% |
| 1Y | -5.8% | -56.9% | +51.1% | -1.6% |
| All | -5.8% | -58.8% | +53.0% | -1.6% |
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