+39.1%
VWO vs ALHC
-28.9%
+68.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | +2.4% | -1.0% | +3.4% | +2.4% |
| 3M | +2.0% | -10.2% | +12.1% | +1.9% |
| 6M | +10.7% | -28.3% | +39.0% | +11.5% |
| YTD | +14.4% | -31.4% | +45.9% | +15.4% |
| 1Y | +22.7% | -16.9% | +39.6% | +22.5% |
| 3Y | +64.2% | +135.5% | -71.3% | +49.8% |
| 5Y | +35.8% | -33.6% | +69.4% | +29.0% |
| All | +39.1% | -28.9% | +68.0% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling