-24.7%
ALHC vs JAAA
+27.4%
-52.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -5.4% | +0.5% | -5.9% | -5.6% |
| 3M | -32.1% | +1.2% | -33.4% | -32.4% |
| 6M | -28.5% | +2.7% | -31.2% | -29.1% |
| YTD | -34.0% | +3.2% | -37.2% | -34.6% |
| 1Y | -20.9% | +4.8% | -25.7% | -21.7% |
| 3Y | +151.5% | +19.0% | +132.6% | +135.2% |
| 5Y | -28.8% | +26.8% | -55.6% | -35.0% |
| All | -24.7% | +27.4% | -52.2% | -28.9% |
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