+92.8%
ED vs ALHC
-61.8%
+154.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | -0.1% | +3.9% | -3.9% | -0.2% |
| 30D | +11.6% | -3.6% | +15.2% | +11.6% |
| 3M | +10.5% | -49.4% | +59.9% | +12.3% |
| 6M | +13.2% | -59.5% | +72.7% | +15.2% |
| YTD | +22.1% | -63.2% | +85.3% | +24.4% |
| 1Y | +24.2% | -55.5% | +79.6% | +25.8% |
| 3Y | +46.9% | +23.0% | +23.9% | +44.3% |
| 5Y | +80.8% | -65.7% | +146.5% | +77.5% |
| All | +92.8% | -61.8% | +154.7% | +90.1% |
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