-31.2%
ALHC vs IAG
+764.1%
-795.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -1.0% | +28.9% | -29.9% | -3.8% |
| 3M | -10.2% | +19.1% | -29.3% | -12.2% |
| 6M | -28.3% | -10.3% | -18.0% | -28.2% |
| YTD | -31.4% | +24.2% | -55.6% | -33.9% |
| 1Y | -16.9% | +116.5% | -133.4% | -24.6% |
| 3Y | +135.5% | +742.8% | -607.3% | +78.2% |
| All | -31.2% | +764.1% | -795.3% | -45.8% |
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