How to include Custom Post types in Archives

Hi,

is there a way to include Custom Post Types in the archives without adding a custom loop to select all posts AND all custom types too?

btw, can someone check my understanding here … is it true to say that when/if I have to add a custom loop this will add to execution time as the relevant archive posts are already loaded by by wordpress by the time the code gets to the:

<?php while (have_posts()) : the_post(); ?>