-24.8%
EXE vs ALHC
-54.5%
+29.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.9% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | -4.9% | -9.6% | +4.7% | -4.9% |
| 3M | -8.3% | -44.5% | +36.3% | -8.3% |
| 6M | -7.8% | -59.2% | +51.3% | -8.3% |
| YTD | -19.0% | -62.0% | +43.0% | -17.1% |
| 1Y | -24.8% | -54.8% | +30.0% | -24.4% |
| All | -24.8% | -54.5% | +29.7% | -24.4% |
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 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