+34.4%
IEMG vs ALHC
-61.4%
+95.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | -5.7% | -10.6% | +4.9% | -5.3% |
| 3M | -8.8% | -45.3% | +36.5% | -6.8% |
| 6M | -8.9% | -59.7% | +50.8% | -6.2% |
| YTD | +11.2% | -62.7% | +73.9% | +14.6% |
| 1Y | +12.2% | -56.1% | +68.3% | +14.7% |
| 3Y | +68.5% | +21.3% | +47.3% | +58.3% |
| 5Y | +34.3% | -66.0% | +100.3% | +30.9% |
| All | +34.4% | -61.4% | +95.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling