+62.3%
ALLE vs ALHC
-59.6%
+121.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.8% | -5.5% | +4.7% | -0.5% |
| 30D | +27.4% | -4.9% | +32.3% | +27.6% |
| 3M | +13.8% | -41.7% | +55.6% | +17.2% |
| 6M | +45.5% | -55.2% | +100.7% | +51.1% |
| YTD | +21.4% | -61.1% | +82.5% | +26.8% |
| 1Y | +15.4% | -53.3% | +68.7% | +18.8% |
| 3Y | +91.7% | +28.2% | +63.5% | +75.2% |
| 5Y | +54.5% | -65.8% | +120.3% | +46.6% |
| All | +62.3% | -59.6% | +121.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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