+113.9%
XLI vs ACHR
-42.6%
+156.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +1.0% | +4.9% | -3.9% | +0.6% |
| 30D | -5.8% | +4.3% | -10.1% | -6.3% |
| 3M | +0.7% | +1.7% | -1.0% | 0.0% |
| 6M | +3.2% | -6.9% | +10.0% | +2.8% |
| YTD | +13.0% | -22.5% | +35.5% | +13.9% |
| 1Y | +16.8% | -31.5% | +48.3% | +18.0% |
| 3Y | +72.4% | -14.4% | +86.8% | +64.4% |
| 5Y | +82.8% | -41.6% | +124.4% | +63.5% |
| All | +113.9% | -42.6% | +156.5% | +85.5% |
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