+54.4%
AIG vs ALHC
-30.4%
+84.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | -1.4% | -4.1% | +2.7% | -1.3% |
| 30D | -3.3% | -5.4% | +2.1% | -3.1% |
| 3M | +2.2% | -32.1% | +34.3% | +3.7% |
| 6M | -2.1% | -28.5% | +26.4% | -1.3% |
| YTD | -11.2% | -34.0% | +22.8% | -10.3% |
| 1Y | -2.1% | -20.9% | +18.8% | -2.1% |
| 3Y | +34.4% | +151.5% | -117.2% | +23.4% |
| All | +54.4% | -30.4% | +84.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling