+294.5%
AEM vs ALHC
-28.9%
+323.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +24.0% | -1.0% | +25.0% | +24.0% |
| 3M | +16.1% | -10.2% | +26.2% | +16.4% |
| 6M | -11.6% | -28.3% | +16.7% | -10.4% |
| YTD | +21.5% | -31.4% | +53.0% | +23.4% |
| 1Y | +39.2% | -16.9% | +56.1% | +39.5% |
| 3Y | +347.4% | +135.5% | +212.0% | +309.8% |
| 5Y | +290.1% | -33.6% | +323.8% | +285.1% |
| All | +294.5% | -28.9% | +323.5% | +286.8% |
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