+38.9%
ECL vs ALHC
-66.2%
+105.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +7.5% | -10.6% | +18.1% | +8.1% |
| 3M | +12.2% | -45.3% | +57.6% | +16.0% |
| 6M | +24.6% | -59.7% | +84.3% | +30.4% |
| YTD | +18.8% | -62.7% | +81.5% | +24.4% |
| 1Y | +19.3% | -56.1% | +75.5% | +23.5% |
| 3Y | +78.2% | +21.3% | +57.0% | +63.3% |
| All | +38.9% | -66.2% | +105.2% | +42.4% |
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