+27.2%
EW vs ALHC
-61.8%
+89.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +12.3% | +3.9% | +8.4% | +11.9% |
| 30D | +22.9% | -3.6% | +26.5% | +23.1% |
| 3M | +16.7% | -49.4% | +66.1% | +22.2% |
| 6M | +31.0% | -59.5% | +90.4% | +38.3% |
| YTD | +22.8% | -63.2% | +86.0% | +30.3% |
| 1Y | +25.6% | -55.5% | +81.0% | +30.8% |
| 3Y | +62.0% | +23.0% | +39.0% | +44.7% |
| 5Y | -12.8% | -65.7% | +53.0% | -16.3% |
| All | +27.2% | -61.8% | +89.1% | +21.5% |
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