+152.1%
AFL vs ALHC
-31.6%
+183.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | -2.1% | -4.1% | +2.0% | -2.0% |
| 30D | -5.4% | -5.4% | 0.0% | -5.2% |
| 3M | -0.3% | -32.1% | +31.9% | +1.1% |
| 6M | +5.2% | -28.5% | +33.7% | +6.0% |
| YTD | +5.7% | -34.0% | +39.7% | +6.7% |
| 1Y | +10.2% | -20.9% | +31.2% | +10.4% |
| 3Y | +63.4% | +151.5% | -88.1% | +52.8% |
| 5Y | +133.0% | -28.8% | +161.8% | +122.8% |
| All | +152.1% | -31.6% | +183.7% | +138.7% |
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 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