+45.2%
EEM vs ALHC
-31.6%
+76.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +2.0% | -4.1% | +6.1% | +2.2% |
| 30D | +5.1% | -5.4% | +10.5% | +5.3% |
| 3M | +4.6% | -32.1% | +36.7% | +6.0% |
| 6M | +17.8% | -28.5% | +46.3% | +18.6% |
| YTD | +25.8% | -34.0% | +59.8% | +27.1% |
| 1Y | +36.4% | -20.9% | +57.3% | +36.5% |
| 3Y | +90.0% | +151.5% | -61.5% | +71.9% |
| 5Y | +46.6% | -28.8% | +75.4% | +38.6% |
| All | +45.2% | -31.6% | +76.8% | +34.3% |
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