+54.6%
XLE vs ALHC
+136.3%
-81.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +11.8% | -1.0% | +12.8% | +11.8% |
| 3M | +9.8% | -10.2% | +20.0% | +9.6% |
| 6M | +15.6% | -28.3% | +43.9% | +15.4% |
| YTD | +45.3% | -31.4% | +76.7% | +45.0% |
| 1Y | +48.3% | -16.9% | +65.2% | +48.0% |
| All | +54.6% | +136.3% | -81.7% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling