+96.2%
AME vs ALHC
-60.6%
+156.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.7% |
| 7D | +8.1% | -0.8% | +8.9% | +8.1% |
| 30D | -3.8% | -9.6% | +5.9% | -3.3% |
| 3M | -6.6% | -44.5% | +37.9% | -4.0% |
| 6M | +4.6% | -59.2% | +63.8% | +8.6% |
| YTD | +17.9% | -62.0% | +80.0% | +22.7% |
| 1Y | +23.2% | -54.8% | +78.1% | +26.8% |
| 3Y | +62.9% | +25.0% | +37.9% | +52.0% |
| 5Y | +77.5% | -65.3% | +142.8% | +74.0% |
| All | +96.2% | -60.6% | +156.8% | +89.1% |
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