+78.6%
AEP vs ALHC
-31.6%
+110.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | +0.9% | -4.1% | +5.0% | +1.0% |
| 30D | +1.5% | -5.4% | +6.9% | +1.7% |
| 3M | -1.7% | -32.1% | +30.5% | -0.5% |
| 6M | -4.0% | -28.5% | +24.4% | -3.4% |
| YTD | +10.6% | -34.0% | +44.6% | +11.5% |
| 1Y | +18.6% | -20.9% | +39.6% | +18.7% |
| 3Y | +78.7% | +151.5% | -72.9% | +68.9% |
| 5Y | +65.1% | -28.8% | +93.9% | +57.9% |
| All | +78.6% | -31.6% | +110.2% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling