+64.5%
ICE vs ALHC
-61.8%
+126.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +1.0% | +3.9% | -2.8% | +0.7% |
| 30D | +11.4% | -3.6% | +15.1% | +11.5% |
| 3M | +16.2% | -49.4% | +65.6% | +20.7% |
| 6M | +12.5% | -59.5% | +71.9% | +17.5% |
| YTD | +8.6% | -63.2% | +71.7% | +13.8% |
| 1Y | +18.4% | -55.5% | +73.8% | +22.4% |
| 3Y | +66.4% | +23.0% | +43.4% | +53.8% |
| 5Y | +37.2% | -65.7% | +102.9% | +30.6% |
| All | +64.5% | -61.8% | +126.3% | +55.7% |
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