+57.1%
XLP vs ACHR
-53.6%
+110.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.2% |
| 7D | +2.3% | +14.0% | -11.7% | +2.1% |
| 30D | +9.1% | -5.0% | +14.1% | +9.2% |
| 3M | +7.9% | -24.8% | +32.6% | +8.3% |
| 6M | +9.6% | -27.3% | +36.9% | +10.0% |
| YTD | +19.4% | -37.4% | +56.8% | +20.1% |
| 1Y | +22.4% | -44.3% | +66.6% | +23.2% |
| 3Y | +43.2% | -5.2% | +48.4% | +39.7% |
| 5Y | +42.6% | -20.8% | +63.4% | +37.7% |
| All | +57.1% | -53.6% | +110.7% | +51.6% |
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