+52.5%
ALLE vs ALHC
-62.4%
+114.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.2% | -2.4% |
| 7D | 0.0% | -6.2% | +6.2% | +0.4% |
| 30D | +20.6% | -9.7% | +30.3% | +21.2% |
| 3M | +11.4% | -44.7% | +56.1% | +15.3% |
| 6M | +42.5% | -58.7% | +101.2% | +49.4% |
| YTD | +18.9% | -61.7% | +80.6% | +24.7% |
| 1Y | +14.2% | -55.7% | +69.8% | +18.3% |
| 3Y | +90.7% | +25.6% | +65.1% | +72.0% |
| 5Y | +52.5% | -65.8% | +118.3% | +47.2% |
| All | +52.5% | -62.4% | +114.9% | +47.2% |
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