+67.8%
IVV vs ALHC
-62.4%
+130.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.1% | +2.7% | -4.0% |
| 7D | -4.8% | -6.2% | +1.4% | -4.5% |
| 30D | -5.9% | -9.7% | +3.8% | -5.5% |
| 3M | -4.5% | -44.7% | +40.2% | -1.8% |
| 6M | +1.8% | -58.7% | +60.5% | +5.8% |
| YTD | +8.4% | -61.7% | +70.1% | +12.7% |
| 1Y | +9.4% | -55.7% | +65.1% | +12.6% |
| 3Y | +75.3% | +25.6% | +49.7% | +61.1% |
| 5Y | +67.8% | -65.8% | +133.6% | +61.5% |
| All | +67.8% | -62.4% | +130.2% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling