+29.5%
ALHC vs VLTO
+68.7%
-39.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | -6.2% | +12.0% | -18.2% | -8.8% |
| 30D | -9.7% | +20.8% | -30.5% | -14.1% |
| 3M | -44.7% | +20.1% | -64.9% | -47.4% |
| 6M | -58.7% | +32.6% | -91.3% | -61.9% |
| YTD | -61.7% | +17.3% | -79.0% | -63.4% |
| 1Y | -55.7% | +17.3% | -73.0% | -57.7% |
| All | +29.5% | +68.7% | -39.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling