+91.2%
AEP vs ALHC
+22.7%
+68.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +3.2% | -10.6% | +13.8% | +3.6% |
| 3M | +3.8% | -45.3% | +49.1% | +6.2% |
| 6M | +2.5% | -59.7% | +62.2% | +5.6% |
| YTD | +15.5% | -62.7% | +78.2% | +19.0% |
| 1Y | +9.6% | -56.1% | +65.7% | +12.0% |
| 3Y | +91.2% | +21.3% | +69.9% | +77.3% |
| All | +91.2% | +22.7% | +68.5% | +77.3% |
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