+162.2%
AEIS vs ALHC
-31.6%
+193.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | +6.5% | -4.1% | +10.6% | +7.0% |
| 30D | -9.2% | -5.4% | -3.7% | -8.7% |
| 3M | -8.3% | -32.1% | +23.8% | -5.2% |
| 6M | -6.3% | -28.5% | +22.2% | -4.5% |
| YTD | +36.5% | -34.0% | +70.5% | +40.4% |
| 1Y | +84.8% | -20.9% | +105.7% | +85.6% |
| 3Y | +176.6% | +151.5% | +25.0% | +116.3% |
| 5Y | +237.1% | -28.8% | +265.9% | +201.4% |
| All | +162.2% | -31.6% | +193.8% | +125.1% |
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