+53.1%
AEE vs ALHC
-31.6%
+84.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.4% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | 0.0% | -5.4% | +5.4% | +0.2% |
| 3M | -0.9% | -32.1% | +31.2% | 0.0% |
| 6M | -2.4% | -28.5% | +26.1% | -1.9% |
| YTD | +8.6% | -34.0% | +42.7% | +9.3% |
| 1Y | +10.2% | -20.9% | +31.1% | +10.2% |
| 3Y | +47.8% | +151.5% | -103.7% | +41.4% |
| 5Y | +40.1% | -28.8% | +68.9% | +37.1% |
| All | +53.1% | -31.6% | +84.7% | +51.2% |
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