-58.0%
ALHC vs IAG
+557.0%
-615.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.6% |
| 7D | +3.9% | +24.0% | -20.1% | +1.2% |
| 30D | -3.6% | +5.5% | -9.2% | -4.4% |
| 3M | -49.4% | +8.3% | -57.7% | -50.1% |
| 6M | -59.5% | +6.1% | -65.5% | -60.1% |
| YTD | -63.2% | +20.3% | -83.5% | -64.6% |
| 1Y | -55.5% | +56.5% | -111.9% | -58.4% |
| 3Y | +23.0% | +762.6% | -739.6% | -9.0% |
| 5Y | -65.7% | +546.3% | -612.0% | -73.2% |
| All | -58.0% | +557.0% | -615.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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