+29.6%
EMB vs ALHC
+22.7%
+6.9%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | -0.2% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +0.4% | -10.6% | +10.9% | +0.5% |
| 3M | -3.1% | -45.3% | +42.2% | -2.5% |
| 6M | -2.1% | -59.7% | +57.7% | -1.2% |
| YTD | -1.1% | -62.7% | +61.6% | -0.3% |
| 1Y | -0.1% | -56.1% | +56.1% | +0.6% |
| 3Y | +29.6% | +21.3% | +8.3% | +25.8% |
| All | +29.6% | +22.7% | +6.9% | +25.8% |
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