+33.2%
ACGL vs EQH
+129.3%
-96.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.2% | +6.5% | -4.4% | +0.9% |
| 30D | +12.3% | +6.1% | +6.2% | +10.9% |
| 3M | +11.8% | +6.2% | +5.6% | +10.3% |
| 6M | +17.5% | +38.1% | -20.6% | +9.3% |
| YTD | +14.3% | +20.2% | -5.9% | +9.3% |
| 1Y | +18.2% | +27.6% | -9.4% | +11.1% |
| 3Y | +33.2% | +128.8% | -95.7% | +26.2% |
| All | +33.2% | +129.3% | -96.2% | +26.2% |
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