+23.0%
ALHC vs EFV
+91.1%
-68.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.6% |
| 7D | +3.9% | +1.7% | +2.1% | +3.0% |
| 30D | -3.6% | +3.4% | -7.1% | -5.3% |
| 3M | -49.4% | -1.7% | -47.7% | -48.8% |
| 6M | -59.5% | +6.4% | -65.9% | -60.4% |
| YTD | -63.2% | +16.3% | -79.5% | -65.5% |
| 1Y | -55.5% | +22.9% | -78.4% | -59.2% |
| 3Y | +23.0% | +92.8% | -69.8% | -24.7% |
| All | +23.0% | +91.1% | -68.1% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling