-1.1%
ALHC vs VLTO
+56.1%
-57.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +3.9% | +2.0% | +1.8% | +3.3% |
| 30D | -3.6% | +21.8% | -25.4% | -9.1% |
| 3M | -49.4% | +20.2% | -69.6% | -52.1% |
| 6M | -59.5% | +36.3% | -95.8% | -63.3% |
| YTD | -63.2% | +18.8% | -82.0% | -65.2% |
| 1Y | -55.5% | +20.4% | -75.9% | -58.0% |
| 3Y | +23.0% | +71.9% | -48.9% | -10.4% |
| All | -1.1% | +56.1% | -57.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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