+45.0%
XLP vs ACHR
-43.7%
+88.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -0.9% | +9.8% | -10.7% | -1.1% |
| 3M | +3.8% | -10.5% | +14.3% | +3.9% |
| 6M | -1.7% | -15.5% | +13.8% | -1.6% |
| YTD | +10.3% | -24.1% | +34.3% | +10.5% |
| 1Y | +7.8% | -32.4% | +40.2% | +8.1% |
| 3Y | +27.2% | -11.6% | +38.8% | +24.4% |
| 5Y | +32.5% | -42.9% | +75.4% | +29.6% |
| All | +45.0% | -43.7% | +88.7% | +39.6% |
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 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