+30.1%
XEL vs ALHC
-30.5%
+60.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | -1.5% | -6.3% | +4.8% | -1.3% |
| 3M | -0.2% | -12.3% | +12.1% | -0.2% |
| 6M | -5.4% | -27.0% | +21.6% | -4.8% |
| YTD | +5.6% | -31.8% | +37.5% | +6.5% |
| 1Y | +10.5% | -17.0% | +27.5% | +10.2% |
| 3Y | +49.2% | +159.8% | -110.7% | +40.1% |
| 5Y | +30.1% | -25.1% | +55.2% | +27.3% |
| All | +30.1% | -30.5% | +60.6% | +27.3% |
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 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