+65.1%
EFA vs ALHC
-31.6%
+96.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | -0.5% | -4.1% | +3.7% | -0.3% |
| 30D | -1.3% | -5.4% | +4.1% | -1.1% |
| 3M | +5.2% | -32.1% | +37.3% | +6.7% |
| 6M | +9.4% | -28.5% | +37.8% | +10.3% |
| YTD | +12.7% | -34.0% | +46.7% | +14.0% |
| 1Y | +19.3% | -20.9% | +40.2% | +19.5% |
| 3Y | +66.3% | +151.5% | -85.2% | +52.3% |
| 5Y | +53.4% | -28.8% | +82.2% | +45.9% |
| All | +65.1% | -31.6% | +96.7% | +54.2% |
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