+101.4%
AEIS vs ALHC
-61.8%
+163.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.3% | +11.4% |
| 7D | +1.0% | +3.9% | -2.9% | +0.5% |
| 30D | -24.0% | -3.6% | -20.4% | -23.8% |
| 3M | -32.5% | -49.4% | +16.9% | -28.1% |
| 6M | -38.6% | -59.5% | +20.9% | -34.0% |
| YTD | +4.8% | -63.2% | +68.0% | +13.7% |
| 1Y | +1.3% | -55.5% | +56.8% | +7.4% |
| 3Y | +159.2% | +23.0% | +136.2% | +121.4% |
| 5Y | +140.8% | -65.7% | +206.5% | +135.7% |
| All | +101.4% | -61.8% | +163.2% | +82.3% |
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