+106.6%
EXE vs ALHC
-33.5%
+140.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +8.5% | -1.0% | +9.5% | +8.4% |
| 3M | +5.5% | -10.2% | +15.6% | +5.3% |
| 6M | -5.9% | -28.3% | +22.4% | -5.4% |
| YTD | -9.7% | -31.4% | +21.7% | -9.1% |
| 1Y | +3.6% | -16.9% | +20.5% | +3.4% |
| 3Y | +18.0% | +135.5% | -117.4% | +11.2% |
| All | +106.6% | -33.5% | +140.1% | +91.7% |
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