+348.2%
AEM vs ALHC
+141.7%
+206.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +4.3% | -1.0% | +5.3% | +4.4% |
| 30D | +13.1% | -6.3% | +19.5% | +13.4% |
| 3M | +24.8% | -12.3% | +37.1% | +25.5% |
| 6M | -8.2% | -27.0% | +18.8% | -7.2% |
| YTD | +19.8% | -31.8% | +51.7% | +21.4% |
| 1Y | +32.1% | -17.0% | +49.1% | +32.9% |
| 3Y | +348.2% | +159.8% | +188.3% | +333.0% |
| All | +348.2% | +141.7% | +206.5% | +333.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling