-0.8%
AA vs EQH
+226.9%
-227.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -0.6% | +1.1% | -1.7% | -1.6% |
| 30D | -1.6% | -1.1% | -0.5% | -1.6% |
| 3M | -29.8% | +25.0% | -54.8% | -41.8% |
| 6M | -16.6% | +33.9% | -50.5% | -36.0% |
| YTD | -4.0% | +11.6% | -15.6% | -16.0% |
| 1Y | +63.5% | +1.5% | +62.0% | +53.3% |
| 3Y | +86.8% | +96.7% | -10.0% | +0.3% |
| 5Y | +12.4% | +93.9% | -81.5% | -40.8% |
| All | -0.8% | +226.9% | -227.6% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling