+64.3%
XLF vs ACHR
-42.8%
+107.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -1.3% |
| 30D | -1.2% | -11.3% | +10.1% | -0.4% |
| 3M | +9.2% | +5.3% | +3.9% | +8.2% |
| 6M | +16.3% | -13.2% | +29.5% | +16.4% |
| YTD | +5.4% | -25.8% | +31.2% | +6.4% |
| 1Y | +7.6% | -34.3% | +41.9% | +8.9% |
| 3Y | +74.2% | -19.9% | +94.1% | +66.6% |
| All | +64.3% | -42.8% | +107.0% | +45.4% |
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