-1.3%
ACI vs ALHC
-28.9%
+27.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | -0.6% | +0.7% | +0.2% |
| 30D | +5.9% | -1.0% | +6.9% | +5.9% |
| 3M | -19.8% | -10.2% | -9.6% | -19.8% |
| 6M | -24.7% | -28.3% | +3.5% | -24.5% |
| YTD | -24.4% | -31.4% | +7.1% | -24.1% |
| 1Y | -31.5% | -16.9% | -14.6% | -31.4% |
| 3Y | -38.7% | +135.5% | -174.2% | -39.9% |
| 5Y | -42.8% | -33.6% | -9.2% | -45.4% |
| All | -1.3% | -28.9% | +27.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling