+155.8%
ACGL vs EQH
+93.8%
+62.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | +6.3% | +25.0% | -18.7% | -0.9% |
| 6M | +0.5% | +33.9% | -33.4% | -8.6% |
| YTD | +0.2% | +11.6% | -11.4% | -4.1% |
| 1Y | +7.3% | +1.5% | +5.7% | +5.6% |
| 3Y | +30.8% | +96.7% | -65.9% | -1.0% |
| 5Y | +155.8% | +93.9% | +61.9% | +87.1% |
| All | +155.8% | +93.8% | +62.0% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling