-7.7%
AAL vs EQH
+100.2%
-107.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | -12.9% | +2.8% | -15.7% | -14.7% |
| 3M | -11.2% | +23.1% | -34.3% | -24.0% |
| 6M | +17.8% | +41.4% | -23.6% | -9.2% |
| YTD | -15.1% | +14.3% | -29.4% | -24.0% |
| 1Y | +0.5% | +1.6% | -1.1% | -2.5% |
| 3Y | -7.7% | +102.7% | -110.4% | -42.2% |
| All | -7.7% | +100.2% | -107.9% | -42.2% |
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 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