+15.2%
ELV vs ALHC
-31.6%
+46.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -2.2% | -4.1% | +1.9% | -1.7% |
| 30D | -0.2% | -5.4% | +5.2% | +0.4% |
| 3M | -6.1% | -32.1% | +26.0% | -2.6% |
| 6M | +42.8% | -28.5% | +71.3% | +46.0% |
| YTD | +14.4% | -34.0% | +48.4% | +18.4% |
| 1Y | +28.6% | -20.9% | +49.5% | +30.3% |
| 3Y | -7.4% | +151.5% | -159.0% | -18.1% |
| 5Y | +14.5% | -28.8% | +43.3% | +5.3% |
| All | +15.2% | -31.6% | +46.8% | +6.6% |
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