+25.8%
VWO vs ALHC
-66.2%
+92.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | -4.3% | -10.6% | +6.3% | -3.9% |
| 3M | -6.4% | -45.3% | +38.9% | -4.3% |
| 6M | -5.6% | -59.7% | +54.1% | -2.8% |
| YTD | +5.2% | -62.7% | +67.9% | +8.5% |
| 1Y | +5.2% | -56.1% | +61.3% | +7.5% |
| 3Y | +55.5% | +21.3% | +34.3% | +45.4% |
| All | +25.8% | -66.2% | +92.1% | +25.5% |
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