-57.5%
ALHC vs EFV
+100.9%
-158.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.1% |
| 7D | +0.3% | +2.5% | -2.3% | -1.4% |
| 30D | -10.6% | +2.9% | -13.5% | -12.1% |
| 3M | -45.3% | -1.4% | -43.9% | -44.7% |
| 6M | -59.7% | +5.5% | -65.2% | -60.8% |
| YTD | -62.7% | +16.1% | -78.8% | -65.9% |
| 1Y | -56.1% | +20.3% | -76.4% | -60.7% |
| 3Y | +21.3% | +90.4% | -69.2% | -21.3% |
| 5Y | -66.0% | +93.5% | -159.5% | -78.4% |
| All | -57.5% | +100.9% | -158.3% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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