+38.7%
ECL vs ALHC
-28.9%
+67.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.6% |
| 30D | -2.2% | -1.0% | -1.1% | -2.2% |
| 3M | +10.1% | -10.2% | +20.3% | +10.1% |
| 6M | -5.7% | -28.3% | +22.5% | -4.7% |
| YTD | +7.0% | -31.4% | +38.4% | +8.3% |
| 1Y | +2.7% | -16.9% | +19.6% | +2.5% |
| 3Y | +57.7% | +135.5% | -77.8% | +39.6% |
| 5Y | +31.1% | -33.6% | +64.8% | +23.6% |
| All | +38.7% | -28.9% | +67.6% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling