+111.4%
XLI vs ACHR
-45.0%
+156.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | -7.3% | -11.3% | +4.0% | -6.5% |
| 3M | -1.3% | +5.3% | -6.6% | -2.3% |
| 6M | +2.2% | -13.2% | +15.5% | +2.4% |
| YTD | +11.7% | -25.8% | +37.5% | +12.9% |
| 1Y | +14.3% | -34.3% | +48.5% | +15.8% |
| 3Y | +70.3% | -19.9% | +90.3% | +63.1% |
| 5Y | +82.3% | -42.7% | +125.0% | +63.5% |
| All | +111.4% | -45.0% | +156.4% | +83.9% |
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