+71.5%
FE vs ALHC
-60.6%
+132.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +3.9% | -9.6% | +13.5% | +4.1% |
| 3M | -0.1% | -44.5% | +44.4% | +1.3% |
| 6M | +6.1% | -59.2% | +65.3% | +8.1% |
| YTD | +8.1% | -62.0% | +70.1% | +10.1% |
| 1Y | +4.4% | -54.8% | +59.2% | +5.9% |
| 3Y | +49.0% | +25.0% | +24.0% | +44.8% |
| 5Y | +46.1% | -65.3% | +111.5% | +44.6% |
| All | +71.5% | -60.6% | +132.1% | +69.9% |
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