+34.1%
ALB vs EQH
+234.7%
-200.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.2% |
| 7D | -6.6% | +0.7% | -7.3% | -7.1% |
| 30D | -8.1% | +2.8% | -11.0% | -9.9% |
| 3M | -25.7% | +23.1% | -48.8% | -34.7% |
| 6M | -29.5% | +41.4% | -70.9% | -43.7% |
| YTD | -16.2% | +14.3% | -30.5% | -24.9% |
| 1Y | +59.2% | +1.6% | +57.6% | +52.0% |
| 3Y | -33.7% | +102.7% | -136.4% | -58.7% |
| 5Y | -48.1% | +104.5% | -152.7% | -68.0% |
| All | +34.1% | +234.7% | -200.6% | -38.0% |
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