+74.1%
AA vs EQH
+100.2%
-26.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.9% |
| 30D | -5.8% | +2.8% | -8.6% | -7.8% |
| 3M | -29.9% | +23.1% | -53.0% | -39.0% |
| 6M | -27.0% | +41.4% | -68.4% | -42.9% |
| YTD | -8.7% | +14.3% | -23.0% | -17.8% |
| 1Y | +50.6% | +1.6% | +49.0% | +47.6% |
| 3Y | +74.1% | +102.7% | -28.6% | -0.8% |
| All | +74.1% | +100.2% | -26.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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