+585.1%
EME vs ALHC
-31.6%
+616.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.3% |
| 7D | +2.7% | -4.1% | +6.8% | +3.0% |
| 30D | -6.8% | -5.4% | -1.4% | -6.6% |
| 3M | -8.8% | -32.1% | +23.3% | -7.3% |
| 6M | +5.0% | -28.5% | +33.5% | +5.9% |
| YTD | +23.5% | -34.0% | +57.5% | +25.1% |
| 1Y | +21.3% | -20.9% | +42.2% | +21.8% |
| 3Y | +241.1% | +151.5% | +89.5% | +208.5% |
| 5Y | +549.2% | -28.8% | +578.0% | +530.4% |
| All | +585.1% | -31.6% | +616.7% | +558.3% |
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 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