+157.3%
ACWI vs EQH
+232.3%
-75.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +0.5% | +5.5% | -5.0% | -1.3% |
| 30D | +0.9% | +3.2% | -2.4% | -0.3% |
| 3M | +2.4% | +32.5% | -30.1% | -7.2% |
| 6M | +12.4% | +33.7% | -21.4% | +1.0% |
| YTD | +15.2% | +13.4% | +1.7% | +9.0% |
| 1Y | +22.7% | +0.6% | +22.1% | +20.5% |
| 3Y | +75.8% | +95.1% | -19.3% | +33.9% |
| 5Y | +67.7% | +92.7% | -25.0% | +25.5% |
| All | +157.3% | +232.3% | -75.1% | +48.2% |
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 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