+70.9%
VEA vs ALHC
-33.0%
+103.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.1% |
| 7D | -2.1% | -5.8% | +3.7% | -1.8% |
| 30D | -1.1% | -3.3% | +2.3% | -0.9% |
| 3M | +5.1% | -37.9% | +43.0% | +7.1% |
| 6M | +9.8% | -29.5% | +39.3% | +10.8% |
| YTD | +15.9% | -35.4% | +51.3% | +17.3% |
| 1Y | +24.6% | -22.4% | +47.0% | +24.8% |
| 3Y | +75.5% | +146.3% | -70.8% | +60.5% |
| 5Y | +59.4% | -32.0% | +91.4% | +51.9% |
| All | +70.9% | -33.0% | +103.9% | +59.8% |
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