+14.7%
XLF vs ACHR
-58.8%
+73.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.5% |
| 7D | +5.5% | -5.1% | +10.5% | +5.8% |
| 30D | +9.9% | -12.7% | +22.6% | +10.6% |
| 3M | +2.6% | -22.4% | +25.1% | +3.8% |
| 6M | +15.6% | -28.6% | +44.2% | +16.9% |
| YTD | +9.4% | -45.2% | +54.6% | +12.8% |
| 1Y | +14.7% | -56.9% | +71.6% | +20.7% |
| All | +14.7% | -58.8% | +73.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling