+62.0%
XLU vs ACHR
-45.0%
+107.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | -3.3% | -11.3% | +8.0% | -3.0% |
| 3M | -3.2% | +5.3% | -8.4% | -3.6% |
| 6M | -7.0% | -13.2% | +6.3% | -6.9% |
| YTD | +0.6% | -25.8% | +26.4% | +1.1% |
| 1Y | +2.4% | -34.3% | +36.7% | +3.1% |
| 3Y | +46.3% | -19.9% | +66.2% | +42.7% |
| 5Y | +44.0% | -42.7% | +86.6% | +39.6% |
| All | +62.0% | -45.0% | +107.0% | +58.5% |
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