-21.8%
ALHC vs IAG
+578.1%
-599.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -10.2% | +19.1% | -29.3% | -12.3% |
| 6M | -28.3% | -10.3% | -18.0% | -28.2% |
| YTD | -31.4% | +24.2% | -55.6% | -34.0% |
| 1Y | -16.9% | +116.5% | -133.4% | -25.1% |
| 3Y | +135.5% | +742.8% | -607.3% | +74.8% |
| 5Y | -33.6% | +753.3% | -787.0% | -50.5% |
| All | -21.8% | +578.1% | -599.9% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling