-45.4%
AEIS vs ALHC
-60.0%
+14.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.9% | +9.0% | +6.0% |
| 7D | -11.3% | +1.0% | -12.2% | -11.1% |
| 30D | -32.6% | -14.2% | -18.4% | -32.9% |
| 3M | -39.2% | -45.1% | +6.0% | -40.4% |
| 6M | -45.4% | -59.5% | +14.2% | -46.9% |
| All | -45.4% | -60.0% | +14.6% | -46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling