+197.9%
XLE vs ALHC
-61.5%
+259.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -12.0% | +1.0% | -13.0% | -12.0% |
| 30D | -2.7% | -14.2% | +11.4% | -2.6% |
| 3M | +6.6% | -45.1% | +51.7% | +7.3% |
| 6M | +9.5% | -59.5% | +69.1% | +10.6% |
| YTD | +40.6% | -62.8% | +103.4% | +42.0% |
| 1Y | +43.6% | -55.5% | +99.1% | +44.4% |
| 3Y | +58.1% | +25.7% | +32.4% | +52.5% |
| 5Y | +152.2% | -66.8% | +219.0% | +150.1% |
| All | +197.9% | -61.5% | +259.4% | +185.7% |
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