+161.0%
EXE vs ALHC
-60.6%
+221.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +3.6% | -0.8% | +4.3% | +3.6% |
| 30D | -4.3% | -9.6% | +5.3% | -4.1% |
| 3M | -7.7% | -44.5% | +36.9% | -6.2% |
| 6M | -7.2% | -59.2% | +51.9% | -5.3% |
| YTD | -18.5% | -62.0% | +43.5% | -16.7% |
| 1Y | -24.4% | -54.8% | +30.5% | -23.2% |
| 3Y | +21.6% | +25.0% | -3.4% | +17.5% |
| 5Y | +77.3% | -65.3% | +142.7% | +71.1% |
| All | +161.0% | -60.6% | +221.6% | +147.6% |
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