+107.2%
IVV vs ALHC
-59.6%
+166.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -0.9% | -5.5% | +4.6% | -0.6% |
| 30D | -2.3% | -4.9% | +2.6% | -2.2% |
| 3M | -1.2% | -41.7% | +40.6% | +1.3% |
| 6M | +3.3% | -55.2% | +58.5% | +6.6% |
| YTD | +12.3% | -61.1% | +73.4% | +16.5% |
| 1Y | +12.5% | -53.3% | +65.9% | +15.3% |
| 3Y | +79.2% | +28.2% | +51.0% | +65.9% |
| 5Y | +75.6% | -65.8% | +141.4% | +69.2% |
| All | +107.2% | -59.6% | +166.8% | +95.1% |
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