+22.3%
EL vs ALHC
-51.4%
+73.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.1% | -3.8% | +5.8% |
| 7D | +2.5% | -0.5% | +3.0% | +2.3% |
| 30D | +20.1% | -4.2% | +24.3% | +19.9% |
| 3M | +29.3% | -39.8% | +69.1% | +31.9% |
| 6M | +38.8% | -57.7% | +96.5% | +42.6% |
| YTD | +8.1% | -58.8% | +66.9% | +9.0% |
| 1Y | +22.3% | -52.4% | +74.7% | +19.3% |
| All | +22.3% | -51.4% | +73.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling