+420.2%
AEM vs EQH
+230.1%
+190.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | -5.0% | -1.8% | -3.3% | -4.9% |
| 30D | +8.5% | +2.4% | +6.0% | +8.2% |
| 3M | +29.3% | +26.3% | +3.0% | +27.1% |
| 6M | -12.9% | +35.8% | -48.7% | -14.9% |
| YTD | +16.8% | +12.7% | +4.1% | +15.4% |
| 1Y | +29.8% | +2.5% | +27.4% | +29.0% |
| 3Y | +336.7% | +98.6% | +238.1% | +312.0% |
| 5Y | +299.9% | +101.7% | +198.2% | +275.7% |
| All | +420.2% | +230.1% | +190.2% | +349.2% |
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