+157.9%
AEIS vs ALHC
-28.9%
+186.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | -0.6% | +3.5% | +3.0% |
| 30D | -14.6% | -1.0% | -13.6% | -14.6% |
| 3M | -12.4% | -10.2% | -2.3% | -12.8% |
| 6M | -15.0% | -28.3% | +13.3% | -13.3% |
| YTD | +34.3% | -31.4% | +65.7% | +37.5% |
| 1Y | +87.4% | -16.9% | +104.3% | +87.2% |
| 3Y | +139.8% | +135.5% | +4.3% | +90.3% |
| 5Y | +220.7% | -33.6% | +254.4% | +192.9% |
| All | +157.9% | -28.9% | +186.8% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling