+39.0%
AIG vs ALHC
+22.7%
+16.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.4% |
| 7D | +6.6% | +0.3% | +6.3% | +6.6% |
| 30D | +7.0% | -10.6% | +17.6% | +7.3% |
| 3M | +9.7% | -45.3% | +55.0% | +11.2% |
| 6M | +10.8% | -59.7% | +70.5% | +13.0% |
| YTD | -1.3% | -62.7% | +61.5% | +0.6% |
| 1Y | +8.4% | -56.1% | +64.5% | +9.7% |
| 3Y | +39.0% | +21.3% | +17.8% | +38.5% |
| All | +39.0% | +22.7% | +16.3% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling