-42.4%
ACI vs ALHC
-30.5%
-11.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -2.6% | -1.0% | -1.6% | -2.6% |
| 30D | +1.1% | -6.3% | +7.4% | +1.2% |
| 3M | -23.6% | -12.3% | -11.3% | -23.6% |
| 6M | -29.9% | -27.0% | -2.9% | -29.7% |
| YTD | -26.9% | -31.8% | +5.0% | -26.5% |
| 1Y | -34.2% | -17.0% | -17.2% | -34.2% |
| 3Y | -43.6% | +159.8% | -203.5% | -46.0% |
| 5Y | -42.4% | -25.1% | -17.3% | -43.7% |
| All | -42.4% | -30.5% | -11.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling