+57.5%
AEE vs ALHC
-62.2%
+119.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +11.4% | -14.2% | +25.5% | +11.8% |
| 3M | +5.0% | -45.1% | +50.1% | +6.7% |
| 6M | +4.4% | -59.5% | +64.0% | +6.7% |
| YTD | +15.4% | -62.8% | +78.2% | +18.0% |
| 1Y | +13.8% | -55.5% | +69.3% | +15.6% |
| 3Y | +58.0% | +25.7% | +32.3% | +53.5% |
| All | +57.5% | -62.2% | +119.7% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling