+45.6%
XEL vs ALHC
-59.6%
+105.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -5.5% | +6.3% | +0.9% |
| 30D | +9.3% | -4.9% | +14.3% | +9.5% |
| 3M | +5.3% | -41.7% | +47.0% | +7.1% |
| 6M | +2.2% | -55.2% | +57.4% | +4.4% |
| YTD | +12.3% | -61.1% | +73.4% | +15.2% |
| 1Y | +3.0% | -53.3% | +56.4% | +4.8% |
| 3Y | +51.6% | +28.2% | +23.4% | +47.3% |
| 5Y | +50.0% | -65.8% | +115.8% | +48.6% |
| All | +45.6% | -59.6% | +105.2% | +44.4% |
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 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