-65.7%
ALHC vs EFV
+92.7%
-158.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.8% |
| 7D | +3.9% | +1.7% | +2.1% | +2.8% |
| 30D | -3.6% | +3.4% | -7.1% | -5.7% |
| 3M | -49.4% | -1.7% | -47.7% | -48.7% |
| 6M | -59.5% | +6.4% | -65.9% | -60.8% |
| YTD | -63.2% | +16.3% | -79.5% | -66.5% |
| 1Y | -55.5% | +22.9% | -78.4% | -60.9% |
| 3Y | +23.0% | +92.8% | -69.8% | -23.5% |
| 5Y | -65.7% | +93.5% | -159.2% | -78.6% |
| All | -65.7% | +92.7% | -158.4% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling