+52.3%
AEE vs ALHC
-28.9%
+81.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | +0.2% | -10.2% | +10.4% | +0.2% |
| 6M | -4.7% | -28.3% | +23.5% | -4.3% |
| YTD | +8.1% | -31.4% | +39.5% | +8.6% |
| 1Y | +8.5% | -16.9% | +25.5% | +8.4% |
| 3Y | +48.9% | +135.5% | -86.6% | +42.7% |
| 5Y | +39.9% | -33.6% | +73.5% | +36.4% |
| All | +52.3% | -28.9% | +81.2% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling