+71.2%
FE vs ALHC
-61.5%
+132.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | +5.2% | -14.2% | +19.3% | +5.5% |
| 3M | 0.0% | -45.1% | +45.1% | +1.4% |
| 6M | +5.0% | -59.5% | +64.6% | +7.1% |
| YTD | +7.9% | -62.8% | +70.7% | +10.0% |
| 1Y | +6.3% | -55.5% | +61.8% | +7.9% |
| 3Y | +46.0% | +25.7% | +20.3% | +41.9% |
| 5Y | +45.6% | -66.8% | +112.4% | +44.3% |
| All | +71.2% | -61.5% | +132.7% | +69.7% |
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 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