+24.5%
ALAB vs EQH
+18.6%
+5.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.9% |
| 7D | -24.9% | +2.8% | -27.7% | -25.5% |
| 30D | -38.4% | +3.9% | -42.3% | -39.2% |
| 3M | -38.3% | +16.3% | -54.6% | -41.6% |
| 6M | +10.9% | +37.1% | -26.2% | -3.6% |
| YTD | +34.2% | +20.2% | +14.0% | +20.6% |
| 1Y | +24.5% | +17.9% | +6.6% | +13.4% |
| All | +24.5% | +18.6% | +5.9% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling