+149.1%
AFL vs ALHC
-62.5%
+211.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +0.5% | +3.9% | -3.4% | +0.3% |
| 30D | +9.3% | -3.6% | +13.0% | +9.4% |
| 3M | +1.0% | -49.4% | +50.4% | +3.9% |
| 6M | +11.8% | -59.5% | +71.3% | +15.5% |
| YTD | +15.3% | -63.2% | +78.5% | +19.4% |
| 1Y | +12.1% | -55.5% | +67.5% | +14.9% |
| 3Y | +65.0% | +23.0% | +42.0% | +57.8% |
| 5Y | +149.1% | -65.7% | +214.9% | +150.1% |
| All | +149.1% | -62.5% | +211.7% | +150.1% |
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