+81.4%
AIG vs ALHC
-33.8%
+115.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.2% | -6.9% | +5.7% | -0.9% |
| 30D | -1.1% | -6.7% | +5.7% | -0.8% |
| 3M | +0.7% | -37.7% | +38.4% | +2.4% |
| 6M | -2.2% | -30.0% | +27.8% | -1.4% |
| YTD | -10.8% | -36.2% | +25.3% | -9.9% |
| 1Y | -2.0% | -22.9% | +20.9% | -1.9% |
| 3Y | +34.8% | +138.4% | -103.5% | +26.1% |
| 5Y | +55.0% | -32.8% | +87.8% | +44.6% |
| All | +81.4% | -33.8% | +115.2% | +65.4% |
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