+55.5%
VWO vs ALHC
+22.7%
+32.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | -4.3% | -10.6% | +6.3% | -4.1% |
| 3M | -6.4% | -45.3% | +38.9% | -5.8% |
| 6M | -5.6% | -59.7% | +54.1% | -4.9% |
| YTD | +5.2% | -62.7% | +67.9% | +6.0% |
| 1Y | +5.2% | -56.1% | +61.3% | +5.8% |
| 3Y | +55.5% | +21.3% | +34.3% | +48.5% |
| All | +55.5% | +22.7% | +32.9% | +48.5% |
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 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