+153.9%
EXE vs ALHC
-61.8%
+215.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -3.9% | +3.9% | -7.8% | -4.1% |
| 30D | -2.6% | -3.6% | +1.1% | -2.5% |
| 3M | -6.9% | -49.4% | +42.6% | -5.1% |
| 6M | -9.3% | -59.5% | +50.1% | -7.4% |
| YTD | -20.7% | -63.2% | +42.5% | -18.9% |
| 1Y | -21.8% | -55.5% | +33.6% | -20.6% |
| 3Y | +16.2% | +23.0% | -6.8% | +12.4% |
| 5Y | +61.1% | -65.7% | +126.8% | +55.7% |
| All | +153.9% | -61.8% | +215.7% | +141.1% |
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