+4.4%
ALHC vs VLTO
+56.3%
-52.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +3.8% | +1.6% | +2.2% | +3.4% |
| 30D | +1.7% | +22.0% | -20.3% | -4.1% |
| 3M | -44.3% | +21.9% | -66.2% | -47.5% |
| 6M | -57.2% | +36.5% | -93.7% | -61.3% |
| YTD | -61.2% | +19.0% | -80.1% | -63.3% |
| 1Y | -53.2% | +21.0% | -74.2% | -55.9% |
| 3Y | +27.8% | +69.9% | -42.0% | -6.1% |
| All | +4.4% | +56.3% | -52.0% | -16.1% |
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