+289.0%
ACGL vs EQH
+232.3%
+56.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -0.7% | +5.5% | -6.2% | -3.0% |
| 30D | -1.0% | +3.2% | -4.2% | -2.5% |
| 3M | +11.0% | +32.5% | -21.5% | -2.2% |
| 6M | -0.3% | +33.7% | -34.1% | -13.3% |
| YTD | +2.3% | +13.4% | -11.2% | -5.2% |
| 1Y | +6.4% | +0.6% | +5.8% | +3.5% |
| 3Y | +34.0% | +95.1% | -61.2% | -8.9% |
| 5Y | +161.6% | +92.7% | +69.0% | +72.2% |
| All | +289.0% | +232.3% | +56.7% | +81.5% |
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 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