-30.3%
ACN vs ALHC
-29.3%
-1.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -4.8% | -1.0% | -3.9% | -4.8% |
| 30D | +1.9% | -6.3% | +8.2% | +2.2% |
| 3M | +3.9% | -12.3% | +16.2% | +3.7% |
| 6M | -15.0% | -27.0% | +12.0% | -14.5% |
| YTD | -31.9% | -31.8% | 0.0% | -31.2% |
| 1Y | -28.5% | -17.0% | -11.5% | -28.7% |
| 3Y | -41.9% | +159.8% | -201.7% | -48.5% |
| 5Y | -42.9% | -25.1% | -17.7% | -47.1% |
| All | -30.3% | -29.3% | -1.0% | -35.2% |
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