+91.0%
EEM vs ALHC
+140.1%
-49.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | +4.5% | -1.0% | +5.6% | +4.5% |
| 3M | -0.1% | -10.2% | +10.1% | -0.1% |
| 6M | +16.9% | -28.3% | +45.2% | +17.2% |
| YTD | +26.2% | -31.4% | +57.7% | +26.5% |
| 1Y | +40.5% | -16.9% | +57.4% | +40.5% |
| All | +91.0% | +140.1% | -49.1% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling