+301.0%
AEM vs ALHC
-64.2%
+365.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +15.8% | +1.0% | +14.9% | +15.7% |
| 30D | +6.2% | -14.2% | +20.3% | +7.0% |
| 3M | +14.3% | -45.1% | +59.5% | +17.9% |
| 6M | +1.4% | -59.5% | +60.9% | +6.0% |
| YTD | +13.7% | -62.8% | +76.6% | +19.1% |
| 1Y | +21.3% | -55.5% | +76.8% | +25.8% |
| 3Y | +309.9% | +25.7% | +284.2% | +291.7% |
| All | +301.0% | -64.2% | +365.2% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling