+190.9%
ACGL vs ALHC
-61.5%
+252.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | +13.7% | -14.2% | +27.9% | +14.2% |
| 3M | +8.0% | -45.1% | +53.2% | +10.0% |
| 6M | +13.3% | -59.5% | +72.8% | +16.0% |
| YTD | +11.8% | -62.8% | +74.7% | +14.7% |
| 1Y | +22.2% | -55.5% | +77.7% | +24.6% |
| 3Y | +32.5% | +25.7% | +6.8% | +28.8% |
| 5Y | +160.2% | -66.8% | +227.0% | +154.8% |
| All | +190.9% | -61.5% | +252.4% | +181.8% |
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