+79.8%
AIG vs ALHC
-29.3%
+109.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | -5.2% | -6.3% | +1.1% | -5.0% |
| 3M | +1.5% | -12.3% | +13.8% | +1.6% |
| 6M | -3.9% | -27.0% | +23.1% | -3.3% |
| YTD | -11.6% | -31.8% | +20.2% | -10.9% |
| 1Y | -2.9% | -17.0% | +14.1% | -3.1% |
| 3Y | +33.7% | +159.8% | -126.1% | +24.6% |
| 5Y | +52.7% | -25.1% | +77.8% | +42.2% |
| All | +79.8% | -29.3% | +109.2% | +63.6% |
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