+208.4%
EME vs ALHC
+30.0%
+178.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.2% |
| 7D | -8.8% | +3.8% | -12.6% | -8.8% |
| 30D | -18.2% | +1.7% | -19.9% | -18.2% |
| 3M | -20.2% | -44.3% | +24.1% | -19.6% |
| 6M | -29.9% | -57.2% | +27.3% | -29.2% |
| YTD | +5.7% | -61.2% | +66.9% | +6.9% |
| 1Y | -1.5% | -53.2% | +51.7% | -0.4% |
| 3Y | +208.4% | +27.8% | +180.6% | +202.0% |
| All | +208.4% | +30.0% | +178.4% | +202.0% |
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