+77.6%
ACWI vs EQH
+100.4%
-22.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | +1.1% | +5.4% | -4.4% | -0.4% |
| 30D | -0.2% | +1.0% | -1.2% | -0.6% |
| 3M | +4.7% | +26.7% | -22.1% | -2.3% |
| 6M | +14.5% | +34.4% | -19.9% | +4.5% |
| YTD | +14.6% | +11.5% | +3.1% | +10.1% |
| 1Y | +21.4% | +0.4% | +21.0% | +20.1% |
| 3Y | +77.6% | +96.5% | -18.9% | +45.5% |
| All | +77.6% | +100.4% | -22.8% | +45.5% |
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 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