-10.4%
ALH price history and return analytics
+16.9%
-27.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -0.1% | +1.0% | -1.1% | -1.3% |
| 30D | -19.9% | -0.2% | -19.7% | -19.7% |
| 3M | -13.7% | +4.5% | -18.3% | -18.2% |
| 6M | +7.1% | +14.1% | -7.0% | -10.3% |
| YTD | +9.2% | +14.8% | -5.5% | -9.0% |
| All | -10.4% | +16.9% | -27.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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