-2.0%
AIG vs ALHC
-19.9%
+17.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.2% | -6.9% | +5.7% | -1.0% |
| 30D | -1.1% | -6.7% | +5.7% | -1.0% |
| 3M | +0.7% | -37.7% | +38.4% | +1.5% |
| 6M | -2.2% | -30.0% | +27.8% | -2.6% |
| YTD | -10.8% | -36.2% | +25.3% | -11.6% |
| 1Y | -2.0% | -22.9% | +20.9% | -3.9% |
| All | -2.0% | -19.9% | +17.9% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling