-95.2%
AAOX vs ALHC
-56.5%
-38.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +5.5% | -20.4% | -14.0% |
| 7D | -48.3% | +3.8% | -52.1% | -47.6% |
| 30D | -84.3% | +1.7% | -86.0% | -84.2% |
| 3M | -91.4% | -44.3% | -47.1% | -92.4% |
| 6M | -96.3% | -57.2% | -39.1% | -95.8% |
| All | -95.2% | -56.5% | -38.7% | -95.5% |
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