+80.5%
AEP vs ALHC
-64.2%
+144.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -2.8% | +1.0% | -3.8% | -2.9% |
| 30D | +3.6% | -14.2% | +17.8% | +4.2% |
| 3M | +1.8% | -45.1% | +46.9% | +4.1% |
| 6M | -3.1% | -59.5% | +56.4% | -0.2% |
| YTD | +12.2% | -62.8% | +75.1% | +15.7% |
| 1Y | +9.1% | -55.5% | +64.6% | +11.6% |
| 3Y | +77.9% | +25.7% | +52.2% | +70.6% |
| All | +80.5% | -64.2% | +144.7% | +76.7% |
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