+74.8%
XLC vs ACHR
-45.8%
+120.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.0% | -0.1% |
| 7D | -1.4% | -2.7% | +1.2% | -1.2% |
| 30D | -0.9% | -12.1% | +11.2% | +0.1% |
| 3M | -0.3% | +3.4% | -3.7% | -1.4% |
| 6M | -5.2% | -15.6% | +10.5% | -4.7% |
| YTD | -5.3% | -26.9% | +21.6% | -4.1% |
| 1Y | -2.8% | -34.8% | +31.9% | -1.3% |
| 3Y | +71.2% | -19.2% | +90.4% | +60.0% |
| 5Y | +37.6% | -43.8% | +81.3% | +17.6% |
| All | +74.8% | -45.8% | +120.6% | +44.3% |
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 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