-0.2%
ACN vs ALHC
-61.8%
+61.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -2.5% | +3.9% | -6.4% | -2.7% |
| 30D | +22.6% | -3.6% | +26.3% | +22.7% |
| 3M | +45.9% | -49.4% | +95.3% | +50.0% |
| 6M | +43.8% | -59.5% | +103.3% | +48.4% |
| YTD | -2.5% | -63.2% | +60.7% | +1.0% |
| 1Y | +6.5% | -55.5% | +62.0% | +8.9% |
| 3Y | -14.2% | +23.0% | -37.2% | -20.7% |
| 5Y | -24.4% | -65.7% | +41.3% | -28.3% |
| All | -0.2% | -61.8% | +61.6% | -4.9% |
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