-18.9%
EXE vs ALHC
-51.4%
+32.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.1% | -13.1% | -3.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | +1.0% | -4.2% | +5.3% | +1.1% |
| 3M | -5.6% | -39.8% | +34.2% | -5.8% |
| 6M | -12.3% | -57.7% | +45.4% | -12.6% |
| YTD | -19.5% | -58.8% | +39.3% | -17.3% |
| 1Y | -18.9% | -52.4% | +33.5% | -16.9% |
| All | -18.9% | -51.4% | +32.6% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling