+307.7%
XLE vs ACHR
-57.3%
+365.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.9% | +12.4% | +2.0% |
| 7D | +4.4% | +11.9% | -7.5% | +3.8% |
| 30D | -4.3% | -2.5% | -1.8% | -4.3% |
| 3M | +6.0% | -31.2% | +37.2% | +7.4% |
| 6M | +13.2% | -32.2% | +45.5% | +14.4% |
| YTD | +46.7% | -42.4% | +89.2% | +49.0% |
| 1Y | +46.6% | -49.9% | +96.6% | +49.7% |
| 3Y | +69.6% | -12.9% | +82.4% | +63.5% |
| 5Y | +166.5% | -24.6% | +191.1% | +148.3% |
| All | +307.7% | -57.3% | +365.0% | +256.5% |
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