+65.6%
AEP vs ALHC
-30.5%
+96.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.0% | -1.0% | +3.0% | +2.0% |
| 30D | +0.5% | -6.3% | +6.8% | +0.8% |
| 3M | -0.3% | -12.3% | +12.0% | -0.3% |
| 6M | -3.5% | -27.0% | +23.5% | -2.8% |
| YTD | +11.3% | -31.8% | +43.1% | +12.2% |
| 1Y | +20.2% | -17.0% | +37.2% | +20.0% |
| 3Y | +79.8% | +159.8% | -80.1% | +67.3% |
| 5Y | +65.6% | -25.1% | +90.7% | +58.3% |
| All | +65.6% | -30.5% | +96.0% | +58.3% |
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 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