+29.4%
EMB vs ALHC
+21.9%
+7.5%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -0.1% | +1.0% | -1.1% | -0.1% |
| 30D | +1.3% | -14.2% | +15.5% | +1.5% |
| 3M | -2.2% | -45.1% | +42.9% | -1.6% |
| 6M | -2.3% | -59.5% | +57.2% | -1.5% |
| YTD | -0.6% | -62.8% | +62.2% | +0.3% |
| 1Y | +0.5% | -55.5% | +56.0% | +1.1% |
| 3Y | +29.4% | +25.7% | +3.7% | +24.0% |
| All | +29.4% | +21.9% | +7.5% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling