-17.0%
ALHC vs IAG
+100.7%
-117.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -1.0% | +4.3% | -5.2% | -1.5% |
| 30D | -6.3% | +9.8% | -16.1% | -7.6% |
| 3M | -12.3% | +28.9% | -41.2% | -15.5% |
| 6M | -27.0% | -7.6% | -19.4% | -28.0% |
| YTD | -31.8% | +22.0% | -53.8% | -34.0% |
| 1Y | -17.0% | +99.5% | -116.5% | -21.3% |
| All | -17.0% | +100.7% | -117.7% | -21.3% |
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 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