+80.4%
ACWI vs ALHC
-60.6%
+141.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -2.6% | -9.6% | +7.0% | -2.1% |
| 3M | -3.2% | -44.5% | +41.4% | -0.6% |
| 6M | +1.9% | -59.2% | +61.1% | +5.6% |
| YTD | +11.3% | -62.0% | +73.4% | +15.5% |
| 1Y | +11.7% | -54.8% | +66.5% | +14.6% |
| 3Y | +74.4% | +25.0% | +49.4% | +62.4% |
| 5Y | +59.5% | -65.3% | +124.8% | +54.6% |
| All | +80.4% | -60.6% | +141.0% | +70.4% |
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