+18.1%
IEFA vs ALHC
-22.7%
+40.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.2% |
| 6M | +8.1% | -29.5% | +37.6% | +8.7% |
| YTD | +11.9% | -35.4% | +47.3% | +11.7% |
| 1Y | +18.1% | -22.4% | +40.5% | +15.7% |
| All | +18.1% | -22.7% | +40.7% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling