+103.5%
AEIS vs ALHC
-59.7%
+163.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.5% |
| 7D | -6.9% | +3.8% | -10.7% | -7.4% |
| 30D | -23.2% | +1.7% | -24.9% | -23.4% |
| 3M | -29.5% | -44.3% | +14.9% | -25.6% |
| 6M | -37.9% | -57.2% | +19.3% | -33.6% |
| YTD | +6.0% | -61.2% | +67.2% | +14.3% |
| 1Y | +1.2% | -53.2% | +54.4% | +6.7% |
| 3Y | +150.0% | +27.8% | +122.1% | +112.8% |
| 5Y | +141.9% | -65.4% | +207.3% | +137.4% |
| All | +103.5% | -59.7% | +163.3% | +83.3% |
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 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