+75.8%
XLC vs ACHR
-46.3%
+122.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.7% | -5.4% | +3.7% | -1.2% |
| 30D | +0.2% | -19.7% | +19.9% | +2.1% |
| 3M | +0.7% | +7.9% | -7.2% | -0.7% |
| 6M | -4.5% | -13.8% | +9.3% | -4.2% |
| YTD | -4.7% | -27.5% | +22.8% | -3.4% |
| 1Y | -1.5% | -33.9% | +32.4% | -0.1% |
| 3Y | +72.2% | -20.0% | +92.2% | +61.1% |
| 5Y | +39.3% | -44.0% | +83.3% | +19.1% |
| All | +75.8% | -46.3% | +122.1% | +45.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling