-38.2%
AAL vs ALHC
-61.8%
+23.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.5% |
| 7D | +8.3% | +3.9% | +4.4% | +7.8% |
| 30D | +11.0% | -3.6% | +14.6% | +11.3% |
| 3M | -11.2% | -49.4% | +38.2% | -4.6% |
| 6M | +6.1% | -59.5% | +65.5% | +15.4% |
| YTD | -7.6% | -63.2% | +55.6% | +1.3% |
| 1Y | +3.7% | -55.5% | +59.2% | +11.2% |
| 3Y | +20.5% | +23.0% | -2.5% | +4.4% |
| 5Y | -36.4% | -65.7% | +29.3% | -39.6% |
| All | -38.2% | -61.8% | +23.6% | -46.8% |
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