+358.7%
ALAB vs EQH
+55.8%
+302.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.9% |
| 7D | +0.6% | -1.8% | +2.4% | +1.6% |
| 30D | -8.8% | +2.4% | -11.2% | -10.2% |
| 3M | -14.0% | +26.3% | -40.3% | -27.0% |
| 6M | +144.3% | +35.8% | +108.5% | +94.3% |
| YTD | +71.0% | +12.7% | +58.4% | +54.9% |
| 1Y | +23.5% | +2.5% | +21.1% | +19.6% |
| All | +358.7% | +55.8% | +302.9% | +304.1% |
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