+33.8%
AEM vs ALHC
-19.3%
+53.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | +3.0% | -4.1% | +7.1% | +3.3% |
| 30D | +12.5% | -5.4% | +17.9% | +12.9% |
| 3M | +26.9% | -32.1% | +59.1% | +31.0% |
| 6M | -9.4% | -28.5% | +19.0% | -6.9% |
| YTD | +20.3% | -34.0% | +54.3% | +23.5% |
| 1Y | +33.8% | -20.9% | +54.7% | +34.5% |
| All | +33.8% | -19.3% | +53.1% | +34.5% |
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 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