+35.7%
XEL vs ALHC
-31.6%
+67.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | -0.9% | -5.4% | +4.6% | -0.7% |
| 3M | -1.4% | -32.1% | +30.7% | -0.3% |
| 6M | -5.8% | -28.5% | +22.7% | -5.2% |
| YTD | +4.7% | -34.0% | +38.7% | +5.6% |
| 1Y | +9.1% | -20.9% | +30.0% | +9.1% |
| 3Y | +47.8% | +151.5% | -103.7% | +40.6% |
| 5Y | +29.0% | -28.8% | +57.8% | +25.6% |
| All | +35.7% | -31.6% | +67.3% | +32.3% |
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