+8.6%
AEIS vs ALHC
-51.4%
+60.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +10.1% | -21.3% | -11.6% |
| 7D | -12.7% | -0.5% | -12.2% | -12.7% |
| 30D | -28.8% | -4.2% | -24.6% | -28.7% |
| 3M | -38.0% | -39.8% | +1.8% | -36.0% |
| 6M | -45.3% | -57.7% | +12.4% | -41.6% |
| YTD | +1.1% | -58.8% | +59.9% | +5.9% |
| 1Y | +8.6% | -52.4% | +61.0% | +7.4% |
| All | +8.6% | -51.4% | +60.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling