+7.6%
EFX vs ALHC
-61.4%
+68.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | +25.1% | -10.6% | +35.7% | +26.2% |
| 3M | +1.7% | -45.3% | +47.0% | +6.9% |
| 6M | +18.4% | -59.7% | +78.1% | +26.7% |
| YTD | -12.5% | -62.7% | +50.2% | -6.1% |
| 1Y | -8.1% | -56.1% | +48.0% | -3.1% |
| 3Y | +4.8% | +21.3% | -16.5% | -5.2% |
| 5Y | -30.1% | -66.0% | +35.8% | -35.5% |
| All | +7.6% | -61.4% | +68.9% | +3.5% |
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