+12.4%
AA vs ALHC
-33.5%
+45.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +5.0% | -1.0% | +6.0% | +5.0% |
| 3M | -35.8% | -10.2% | -25.7% | -36.1% |
| 6M | -18.4% | -28.3% | +9.9% | -17.1% |
| YTD | -5.5% | -31.4% | +26.0% | -3.7% |
| 1Y | +61.0% | -16.9% | +77.9% | +60.3% |
| 3Y | +66.2% | +135.5% | -69.3% | +37.3% |
| All | +12.4% | -33.5% | +45.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling