+4.2%
ACI vs ALHC
-61.4%
+65.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +1.2% | -10.6% | +11.8% | +1.4% |
| 3M | +6.8% | -45.3% | +52.1% | +7.4% |
| 6M | -18.7% | -59.7% | +41.0% | -18.0% |
| YTD | -20.2% | -62.7% | +42.5% | -19.4% |
| 1Y | -23.7% | -56.1% | +32.4% | -23.1% |
| 3Y | -31.6% | +21.3% | -52.9% | -32.5% |
| 5Y | -42.8% | -66.0% | +23.2% | -45.6% |
| All | +4.2% | -61.4% | +65.5% | +2.4% |
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