+290.5%
XLE vs ACHR
-56.3%
+346.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.7% | -14.7% | -0.6% |
| 7D | -12.0% | +5.7% | -17.7% | -12.2% |
| 30D | -2.7% | -4.9% | +2.2% | -2.7% |
| 3M | +6.6% | -15.1% | +21.7% | +7.0% |
| 6M | +9.5% | -30.7% | +40.3% | +10.6% |
| YTD | +40.6% | -41.0% | +81.5% | +42.6% |
| 1Y | +43.6% | -50.0% | +93.6% | +46.7% |
| 3Y | +58.1% | -17.0% | +75.1% | +52.9% |
| 5Y | +152.2% | -29.4% | +181.6% | +135.4% |
| All | +290.5% | -56.3% | +346.8% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling