+113.3%
VUG vs ALHC
-29.3%
+142.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.9% | -1.0% | +1.8% | +0.9% |
| 30D | -1.4% | -6.3% | +4.9% | -1.0% |
| 3M | +2.3% | -12.3% | +14.6% | +2.4% |
| 6M | +15.7% | -27.0% | +42.7% | +16.9% |
| YTD | +8.6% | -31.8% | +40.5% | +10.1% |
| 1Y | +14.1% | -17.0% | +31.1% | +13.6% |
| 3Y | +87.9% | +159.8% | -71.9% | +58.6% |
| 5Y | +76.3% | -25.1% | +101.5% | +61.0% |
| All | +113.3% | -29.3% | +142.7% | +91.5% |
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 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