+61.7%
IEFA vs ALHC
-33.0%
+94.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.4% | -5.8% | +3.4% | -2.2% |
| 30D | -2.1% | -3.3% | +1.2% | -2.0% |
| 3M | +5.5% | -37.9% | +43.5% | +7.5% |
| 6M | +8.1% | -29.5% | +37.6% | +9.1% |
| YTD | +11.9% | -35.4% | +47.3% | +13.3% |
| 1Y | +18.1% | -22.4% | +40.5% | +18.3% |
| 3Y | +65.5% | +146.3% | -80.9% | +51.6% |
| 5Y | +50.1% | -32.0% | +82.0% | +42.9% |
| All | +61.7% | -33.0% | +94.7% | +51.3% |
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