+190.0%
EXE vs ALHC
-29.3%
+219.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.8% |
| 30D | +6.4% | -6.3% | +12.7% | +6.6% |
| 3M | +9.2% | -12.3% | +21.6% | +9.2% |
| 6M | -7.0% | -27.0% | +20.0% | -6.6% |
| YTD | -9.5% | -31.8% | +22.4% | -8.9% |
| 1Y | +6.2% | -17.0% | +23.2% | +6.1% |
| 3Y | +20.7% | +159.8% | -139.1% | +13.7% |
| 5Y | +103.6% | -25.1% | +128.8% | +94.4% |
| All | +190.0% | -29.3% | +219.3% | +170.8% |
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