+73.3%
FE vs ALHC
-61.4%
+134.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.1% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +4.5% | -10.6% | +15.1% | +4.8% |
| 3M | +1.3% | -45.3% | +46.7% | +2.8% |
| 6M | +8.7% | -59.7% | +68.4% | +10.8% |
| YTD | +9.2% | -62.7% | +72.0% | +11.4% |
| 1Y | +7.0% | -56.1% | +63.1% | +8.5% |
| 3Y | +51.4% | +21.3% | +30.1% | +47.3% |
| 5Y | +47.7% | -66.0% | +113.7% | +46.3% |
| All | +73.3% | -61.4% | +134.7% | +71.8% |
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