+43.0%
XLC vs ACHR
-19.0%
+62.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | +3.5% | +18.0% | -14.5% | +1.8% |
| 30D | -2.6% | +3.6% | -6.2% | -3.1% |
| 3M | -2.1% | -28.4% | +26.3% | +0.5% |
| 6M | -5.5% | -25.7% | +20.2% | -4.1% |
| YTD | -6.9% | -35.4% | +28.5% | -4.9% |
| 1Y | -3.7% | -45.6% | +41.9% | -0.3% |
| 3Y | +64.2% | -2.2% | +66.4% | +49.3% |
| 5Y | +43.0% | -20.3% | +63.4% | +15.2% |
| All | +43.0% | -19.0% | +62.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling