+71.5%
XLI vs ACHR
-19.2%
+90.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +0.2% |
| 7D | +3.8% | -9.2% | +13.0% | +4.5% |
| 30D | +1.0% | -1.0% | +2.0% | +0.9% |
| 3M | -8.9% | -42.2% | +33.3% | -4.9% |
| 6M | -2.3% | -38.2% | +35.9% | +0.7% |
| YTD | +9.7% | -46.4% | +56.1% | +13.8% |
| 1Y | +12.3% | -49.4% | +61.7% | +16.8% |
| 3Y | +71.5% | -22.5% | +94.0% | +68.2% |
| All | +71.5% | -19.2% | +90.7% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling