+24.1%
EW vs ALHC
-61.5%
+85.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +11.0% | +1.0% | +10.0% | +10.9% |
| 30D | +19.1% | -14.2% | +33.2% | +20.2% |
| 3M | +14.4% | -45.1% | +59.5% | +18.9% |
| 6M | +22.8% | -59.5% | +82.3% | +29.7% |
| YTD | +19.8% | -62.8% | +82.6% | +27.0% |
| 1Y | +23.9% | -55.5% | +79.4% | +29.1% |
| 3Y | +52.2% | +25.7% | +26.5% | +35.6% |
| 5Y | -13.9% | -66.8% | +52.9% | -17.3% |
| All | +24.1% | -61.5% | +85.6% | +18.4% |
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