+33.4%
XLRE vs ALHC
-61.4%
+94.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | +6.9% | -10.6% | +17.5% | +7.5% |
| 3M | -0.8% | -45.3% | +44.5% | +2.2% |
| 6M | +2.1% | -59.7% | +61.8% | +6.4% |
| YTD | +12.6% | -62.7% | +75.3% | +17.5% |
| 1Y | +12.5% | -56.1% | +68.6% | +16.1% |
| 3Y | +44.2% | +21.3% | +23.0% | +34.7% |
| 5Y | +9.1% | -66.0% | +75.1% | +4.5% |
| All | +33.4% | -61.4% | +94.7% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling