+372.4%
ADI vs EQH
+234.7%
+137.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.4% | +4.2% |
| 7D | +4.6% | +0.7% | +3.8% | +4.2% |
| 30D | -1.2% | +2.8% | -4.0% | -2.6% |
| 3M | -7.8% | +23.1% | -30.9% | -16.8% |
| 6M | +19.3% | +41.4% | -22.1% | 0.0% |
| YTD | +40.9% | +14.3% | +26.7% | +29.7% |
| 1Y | +54.5% | +1.6% | +52.9% | +49.6% |
| 3Y | +123.4% | +102.7% | +20.7% | +55.3% |
| 5Y | +142.3% | +104.5% | +37.8% | +64.6% |
| All | +372.4% | +234.7% | +137.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling