+111.0%
AEIS vs ALHC
-64.2%
+175.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.9% | +9.0% | +6.4% |
| 7D | -11.3% | +1.0% | -12.2% | -11.4% |
| 30D | -32.6% | -14.2% | -18.4% | -31.8% |
| 3M | -39.2% | -45.1% | +6.0% | -36.1% |
| 6M | -45.4% | -59.5% | +14.2% | -41.6% |
| YTD | -5.8% | -62.8% | +57.0% | +1.4% |
| 1Y | -10.0% | -55.5% | +45.5% | -5.1% |
| 3Y | +121.2% | +25.7% | +95.5% | +89.5% |
| All | +111.0% | -64.2% | +175.2% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling