-56.7%
ALHC vs VCLT
-9.5%
-47.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.6% |
| 7D | -0.8% | -1.9% | +1.1% | +0.4% |
| 30D | -9.6% | +1.4% | -11.1% | -10.5% |
| 3M | -44.5% | -1.8% | -42.8% | -43.9% |
| 6M | -59.2% | -3.9% | -55.3% | -58.1% |
| YTD | -62.0% | -3.9% | -58.1% | -61.0% |
| 1Y | -54.8% | -4.7% | -50.1% | -53.4% |
| 3Y | +25.0% | +14.1% | +10.9% | +13.5% |
| 5Y | -65.3% | -16.6% | -48.7% | -57.2% |
| All | -56.7% | -9.5% | -47.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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