-0.2%
AGG vs ALHC
-61.4%
+61.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | -0.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | +0.6% | -10.6% | +11.2% | +0.7% |
| 3M | -1.6% | -45.3% | +43.7% | -1.2% |
| 6M | -1.6% | -59.7% | +58.1% | -1.0% |
| YTD | -1.5% | -62.7% | +61.2% | -0.9% |
| 1Y | -1.1% | -56.1% | +55.0% | -0.6% |
| 3Y | +13.6% | +21.3% | -7.6% | +12.5% |
| 5Y | -1.7% | -66.0% | +64.3% | -1.9% |
| All | -0.2% | -61.4% | +61.2% | -0.5% |
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