+0.1%
AGG vs ALHC
-33.0%
+33.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.9% | -5.8% | +4.9% | -0.9% |
| 30D | -1.0% | -3.3% | +2.4% | -0.9% |
| 3M | -1.3% | -37.9% | +36.6% | -0.9% |
| 6M | -2.1% | -29.5% | +27.4% | -1.9% |
| YTD | -1.2% | -35.4% | +34.2% | -1.0% |
| 1Y | -0.5% | -22.4% | +21.9% | -0.4% |
| 3Y | +12.4% | +146.3% | -133.9% | +10.6% |
| 5Y | -2.4% | -32.0% | +29.6% | -3.2% |
| All | +0.1% | -33.0% | +33.2% | -0.6% |
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