-25.1%
ALHC vs EFV
+96.3%
-121.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -1.0% | +1.0% | -1.9% | -1.6% |
| 30D | -6.3% | +0.2% | -6.5% | -6.4% |
| 3M | -12.3% | +9.6% | -21.9% | -17.1% |
| 6M | -27.0% | +14.0% | -41.0% | -32.7% |
| YTD | -31.8% | +18.5% | -50.3% | -38.8% |
| 1Y | -17.0% | +27.9% | -44.9% | -28.9% |
| 3Y | +159.8% | +92.4% | +67.4% | +64.7% |
| 5Y | -25.1% | +97.2% | -122.3% | -54.8% |
| All | -25.1% | +96.3% | -121.4% | -54.8% |
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