+87.4%
AEIS vs ALHC
-16.6%
+104.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | -0.6% | +3.5% | +3.0% |
| 30D | -14.6% | -1.0% | -13.6% | -14.6% |
| 3M | -12.4% | -10.2% | -2.3% | -14.5% |
| 6M | -15.0% | -28.3% | +13.3% | -14.4% |
| YTD | +34.3% | -31.4% | +65.7% | +37.6% |
| 1Y | +87.4% | -16.9% | +104.3% | +94.8% |
| All | +87.4% | -16.6% | +104.0% | +94.8% |
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