+53.4%
ALLE vs ALHC
-62.5%
+116.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +2.8% |
| 7D | -0.6% | +3.9% | -4.5% | -0.9% |
| 30D | +26.6% | -3.6% | +30.3% | +26.8% |
| 3M | +13.2% | -49.4% | +62.6% | +18.0% |
| 6M | +42.9% | -59.5% | +102.3% | +49.9% |
| YTD | +21.0% | -63.2% | +84.2% | +27.4% |
| 1Y | +15.2% | -55.5% | +70.6% | +19.2% |
| 3Y | +95.6% | +23.0% | +72.6% | +76.1% |
| 5Y | +53.4% | -65.7% | +119.1% | +50.6% |
| All | +53.4% | -62.5% | +116.0% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling