-59.2%
EL vs ALHC
-61.5%
+2.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.5% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +16.5% | -14.2% | +30.7% | +17.7% |
| 3M | +29.2% | -45.1% | +74.3% | +34.7% |
| 6M | +27.9% | -59.5% | +87.4% | +35.5% |
| YTD | +6.2% | -62.8% | +69.0% | +12.7% |
| 1Y | +27.2% | -55.5% | +82.7% | +32.6% |
| 3Y | +3.2% | +25.7% | -22.5% | -8.9% |
| 5Y | -66.0% | -66.8% | +0.8% | -67.8% |
| All | -59.2% | -61.5% | +2.3% | -61.7% |
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 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