+75.4%
ECL vs ALHC
+25.0%
+50.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +6.6% | -9.6% | +16.2% | +6.7% |
| 3M | +9.6% | -44.5% | +54.1% | +10.4% |
| 6M | +21.6% | -59.2% | +80.8% | +22.7% |
| YTD | +16.9% | -62.0% | +78.9% | +18.0% |
| 1Y | +17.9% | -54.8% | +72.7% | +18.9% |
| All | +75.4% | +25.0% | +50.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling