+1.9%
ACI vs ALHC
-61.5%
+63.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.4% |
| 7D | -2.2% | +1.0% | -3.2% | -2.2% |
| 30D | +10.3% | -14.2% | +24.4% | +10.5% |
| 3M | +7.2% | -45.1% | +52.3% | +7.8% |
| 6M | -18.0% | -59.5% | +41.5% | -17.3% |
| YTD | -22.0% | -62.8% | +40.8% | -21.2% |
| 1Y | -23.4% | -55.5% | +32.1% | -22.8% |
| 3Y | -35.8% | +25.7% | -61.5% | -36.7% |
| 5Y | -43.7% | -66.8% | +23.1% | -46.5% |
| All | +1.9% | -61.5% | +63.3% | +0.2% |
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