+17.4%
ALLE vs ALHC
-33.5%
+50.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -6.8% | -1.0% | -5.8% | -6.8% |
| 3M | +21.0% | -10.2% | +31.2% | +20.9% |
| 6M | +1.1% | -28.3% | +29.4% | +2.3% |
| YTD | -0.5% | -31.4% | +30.9% | +0.8% |
| 1Y | -7.3% | -16.9% | +9.7% | -7.6% |
| 3Y | +42.3% | +135.5% | -93.2% | +23.3% |
| All | +17.4% | -33.5% | +50.9% | +5.4% |
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