-22.2%
ALHC vs IAG
+565.9%
-588.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -1.0% | +4.3% | -5.2% | -1.4% |
| 30D | -6.3% | +9.8% | -16.1% | -7.5% |
| 3M | -12.3% | +28.9% | -41.2% | -15.1% |
| 6M | -27.0% | -7.6% | -19.4% | -27.1% |
| YTD | -31.8% | +22.0% | -53.8% | -34.3% |
| 1Y | -17.0% | +99.5% | -116.5% | -24.5% |
| 3Y | +159.8% | +818.3% | -658.4% | +90.6% |
| 5Y | -25.1% | +785.9% | -811.0% | -44.8% |
| All | -22.2% | +565.9% | -588.1% | -38.3% |
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