+89.0%
XLI vs ALHC
-31.6%
+120.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -0.6% | -4.1% | +3.5% | -0.4% |
| 30D | -6.9% | -5.4% | -1.5% | -6.7% |
| 3M | -1.9% | -32.1% | +30.2% | -0.3% |
| 6M | +1.0% | -28.5% | +29.5% | +2.0% |
| YTD | +11.3% | -34.0% | +45.4% | +12.7% |
| 1Y | +15.8% | -20.9% | +36.7% | +16.0% |
| 3Y | +69.8% | +151.5% | -81.7% | +53.7% |
| 5Y | +80.9% | -28.8% | +109.7% | +71.2% |
| All | +89.0% | -31.6% | +120.6% | +76.0% |
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