+80.3%
EXE vs ALHC
-66.2%
+146.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +5.3% | +0.3% | +5.1% | +5.3% |
| 30D | -2.2% | -10.6% | +8.4% | -1.9% |
| 3M | -5.9% | -45.3% | +39.4% | -4.1% |
| 6M | -5.7% | -59.7% | +54.0% | -3.3% |
| YTD | -17.8% | -62.7% | +44.9% | -15.6% |
| 1Y | -23.1% | -56.1% | +33.0% | -21.7% |
| 3Y | +21.2% | +21.3% | -0.1% | +16.0% |
| All | +80.3% | -66.2% | +146.5% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling