+77.7%
VUG vs ALHC
+21.9%
+55.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.4% |
| 30D | -11.1% | -14.2% | +3.1% | -10.9% |
| 3M | -7.2% | -45.1% | +37.9% | -6.6% |
| 6M | -4.1% | -59.5% | +55.4% | -3.1% |
| YTD | +1.4% | -62.8% | +64.2% | +2.4% |
| 1Y | +1.9% | -55.5% | +57.4% | +2.5% |
| 3Y | +77.7% | +25.7% | +52.1% | +68.4% |
| All | +77.7% | +21.9% | +55.8% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling