+68.1%
ICE vs ALHC
-60.6%
+128.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +13.7% | -9.6% | +23.3% | +14.3% |
| 3M | +17.9% | -44.5% | +62.4% | +21.8% |
| 6M | +15.0% | -59.2% | +74.2% | +20.1% |
| YTD | +10.9% | -62.0% | +73.0% | +16.1% |
| 1Y | +17.0% | -54.8% | +71.8% | +20.9% |
| 3Y | +68.2% | +25.0% | +43.2% | +55.3% |
| 5Y | +40.4% | -65.3% | +105.7% | +33.5% |
| All | +68.1% | -60.6% | +128.7% | +58.8% |
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