+13.0%
AAL vs ALHC
+21.9%
-8.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +4.6% | +1.0% | +3.6% | +4.6% |
| 30D | +2.6% | -14.2% | +16.7% | +3.4% |
| 3M | -17.8% | -45.1% | +27.4% | -15.2% |
| 6M | +1.9% | -59.5% | +61.4% | +6.3% |
| YTD | -14.0% | -62.8% | +48.8% | -9.9% |
| 1Y | +0.2% | -55.5% | +55.7% | +4.6% |
| 3Y | +13.0% | +25.7% | -12.6% | +7.3% |
| All | +13.0% | +21.9% | -8.9% | +7.3% |
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