+301.6%
XLE vs ACHR
-52.1%
+353.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.7% |
| 7D | -0.2% | +18.0% | -18.2% | -1.0% |
| 30D | -4.0% | +3.6% | -7.6% | -4.3% |
| 3M | +4.6% | -28.4% | +33.0% | +5.9% |
| 6M | +12.3% | -25.7% | +38.0% | +13.1% |
| YTD | +44.5% | -35.4% | +79.9% | +46.1% |
| 1Y | +42.4% | -45.6% | +88.1% | +45.0% |
| 3Y | +67.0% | -2.2% | +69.2% | +60.4% |
| 5Y | +161.9% | -20.3% | +182.2% | +143.3% |
| All | +301.6% | -52.1% | +353.7% | +249.7% |
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