+59.0%
IEFA vs ALHC
-61.4%
+120.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +1.1% | -10.6% | +11.6% | +1.5% |
| 3M | -4.3% | -45.3% | +41.1% | -2.0% |
| 6M | +1.4% | -59.7% | +61.1% | +4.7% |
| YTD | +10.1% | -62.7% | +72.8% | +13.8% |
| 1Y | +12.9% | -56.1% | +69.0% | +15.7% |
| 3Y | +65.8% | +21.3% | +44.5% | +57.3% |
| 5Y | +47.7% | -66.0% | +113.6% | +44.3% |
| All | +59.0% | -61.4% | +120.4% | +52.0% |
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