+34.6%
AA vs ALHC
-61.8%
+96.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.9% |
| 7D | +4.8% | +3.9% | +1.0% | +4.4% |
| 30D | -0.6% | -3.6% | +3.0% | -0.4% |
| 3M | -16.3% | -49.4% | +33.1% | -11.5% |
| 6M | -33.4% | -59.5% | +26.1% | -29.1% |
| YTD | -20.7% | -63.2% | +42.5% | -15.0% |
| 1Y | +12.9% | -55.5% | +68.4% | +18.5% |
| 3Y | +75.7% | +23.0% | +52.7% | +55.7% |
| 5Y | -6.8% | -65.7% | +58.9% | -13.7% |
| All | +34.6% | -61.8% | +96.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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