-57.5%
ALHC vs JAAA
+28.4%
-85.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -10.6% | +0.4% | -11.0% | -10.7% |
| 3M | -45.3% | +1.2% | -46.5% | -45.5% |
| 6M | -59.7% | +2.3% | -62.0% | -60.0% |
| YTD | -62.7% | +4.0% | -66.7% | -63.1% |
| 1Y | -56.1% | +4.8% | -60.9% | -56.6% |
| 3Y | +21.3% | +18.4% | +2.8% | +14.1% |
| 5Y | -66.0% | +27.5% | -93.5% | -69.3% |
| All | -57.5% | +28.4% | -85.9% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling