+21.3%
ALHC vs IAG
+663.0%
-641.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.0% |
| 7D | +0.3% | -7.7% | +7.9% | +0.9% |
| 30D | -10.6% | +1.6% | -12.2% | -10.9% |
| 3M | -45.3% | -2.4% | -42.9% | -45.5% |
| 6M | -59.7% | -7.8% | -51.9% | -59.8% |
| YTD | -62.7% | +5.0% | -67.8% | -63.3% |
| 1Y | -56.1% | +25.7% | -81.8% | -57.4% |
| 3Y | +21.3% | +694.5% | -673.2% | +6.6% |
| All | +21.3% | +663.0% | -641.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling