+1.1%
AGG vs ALHC
-28.9%
+30.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | -0.7% | -10.2% | +9.5% | -0.7% |
| 6M | -1.5% | -28.3% | +26.8% | -1.4% |
| YTD | -0.3% | -31.4% | +31.2% | -0.1% |
| 1Y | +1.3% | -16.9% | +18.2% | +1.3% |
| 3Y | +13.2% | +135.5% | -122.2% | +11.4% |
| 5Y | -1.4% | -33.6% | +32.2% | -2.2% |
| All | +1.1% | -28.9% | +30.1% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling