-0.5%
ACN vs ALHC
-59.6%
+59.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -4.0% | -5.5% | +1.5% | -3.8% |
| 30D | +19.0% | -4.9% | +23.9% | +19.2% |
| 3M | +42.2% | -41.7% | +83.9% | +45.2% |
| 6M | +50.1% | -55.2% | +105.3% | +54.1% |
| YTD | -2.7% | -61.1% | +58.3% | +0.5% |
| 1Y | +7.6% | -53.3% | +60.9% | +9.8% |
| 3Y | -15.9% | +28.2% | -44.0% | -22.3% |
| 5Y | -24.4% | -65.8% | +41.4% | -28.4% |
| All | -0.5% | -59.6% | +59.1% | -5.4% |
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