+29.7%
EEM vs ALHC
-60.6%
+90.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.3% |
| 7D | +5.3% | -0.8% | +6.1% | +5.3% |
| 30D | -7.0% | -9.6% | +2.6% | -6.6% |
| 3M | -8.0% | -44.5% | +36.5% | -6.0% |
| 6M | -6.6% | -59.2% | +52.6% | -3.8% |
| YTD | +12.3% | -62.0% | +74.4% | +15.7% |
| 1Y | +12.2% | -54.8% | +67.0% | +14.5% |
| 3Y | +71.2% | +25.0% | +46.2% | +60.4% |
| 5Y | +32.2% | -65.3% | +97.6% | +28.8% |
| All | +29.7% | -60.6% | +90.3% | +22.3% |
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