+11.8%
AAL vs ALHC
+22.7%
-10.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +11.7% | -10.6% | +22.3% | +12.4% |
| 3M | -12.5% | -45.3% | +32.8% | -9.9% |
| 6M | +3.6% | -59.7% | +63.3% | +8.1% |
| YTD | -14.1% | -62.7% | +48.6% | -10.1% |
| 1Y | +0.8% | -56.1% | +56.9% | +5.1% |
| 3Y | +11.8% | +21.3% | -9.5% | +10.9% |
| All | +11.8% | +22.7% | -10.9% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling