-55.6%
ALHC vs IAG
+52.4%
-108.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.9% |
| 7D | +3.9% | +24.0% | -20.1% | 0.0% |
| 30D | -3.6% | +5.5% | -9.2% | -5.1% |
| 3M | -49.4% | +8.3% | -57.7% | -50.5% |
| 6M | -59.5% | +6.1% | -65.5% | -60.6% |
| YTD | -63.2% | +20.3% | -83.5% | -65.5% |
| All | -55.6% | +52.4% | -108.0% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling