-65.4%
ALHC vs IAG
+505.2%
-570.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.2% | -10.1% | -3.7% |
| 7D | +1.0% | +21.4% | -20.5% | -1.2% |
| 30D | -14.2% | +4.0% | -18.2% | -14.7% |
| 3M | -45.1% | +17.0% | -62.2% | -46.3% |
| 6M | -59.5% | +1.4% | -60.9% | -59.9% |
| YTD | -62.8% | +13.8% | -76.6% | -63.9% |
| 1Y | -55.5% | +55.8% | -111.3% | -58.1% |
| 3Y | +25.7% | +647.4% | -621.7% | -3.2% |
| All | -65.4% | +505.2% | -570.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling