+281.4%
ACGL vs EQH
+230.1%
+51.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -3.6% | -1.8% | -1.9% | -2.9% |
| 30D | -2.1% | +2.4% | -4.5% | -3.2% |
| 3M | +5.4% | +26.3% | -20.9% | -5.3% |
| 6M | 0.0% | +35.8% | -35.8% | -13.6% |
| YTD | +0.3% | +12.7% | -12.4% | -6.7% |
| 1Y | +6.2% | +2.5% | +3.7% | +2.5% |
| 3Y | +30.9% | +98.6% | -67.7% | -11.7% |
| 5Y | +159.8% | +101.7% | +58.1% | +66.9% |
| All | +281.4% | +230.1% | +51.4% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling