+18.7%
AEM vs ALHC
-51.4%
+70.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.1% | -0.5% | +8.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.1% |
| 30D | +0.1% | -4.2% | +4.3% | +0.1% |
| 3M | +22.1% | -39.8% | +61.9% | +26.4% |
| 6M | +2.4% | -57.7% | +60.2% | +10.3% |
| YTD | +8.9% | -58.8% | +67.7% | +14.5% |
| 1Y | +18.7% | -52.4% | +71.1% | +19.7% |
| All | +18.7% | -51.4% | +70.1% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling