+75.6%
ACWI vs ALHC
-61.5%
+137.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -2.4% | +1.0% | -3.3% | -2.4% |
| 30D | -5.2% | -14.2% | +9.0% | -4.6% |
| 3M | -4.8% | -45.1% | +40.3% | -2.3% |
| 6M | -1.3% | -59.5% | +58.2% | +2.4% |
| YTD | +8.4% | -62.8% | +71.2% | +12.6% |
| 1Y | +11.0% | -55.5% | +66.5% | +14.0% |
| 3Y | +70.6% | +25.7% | +44.9% | +58.7% |
| 5Y | +55.3% | -66.8% | +122.1% | +50.8% |
| All | +75.6% | -61.5% | +137.1% | +66.1% |
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