+43.1%
ALB vs EQH
+226.9%
-183.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -8.6% | +1.1% | -9.7% | -9.3% |
| 30D | -4.0% | -1.1% | -2.9% | -3.7% |
| 3M | -17.4% | +25.0% | -42.4% | -28.0% |
| 6M | -25.4% | +33.9% | -59.3% | -38.5% |
| YTD | -10.5% | +11.6% | -22.1% | -18.7% |
| 1Y | +75.8% | +1.5% | +74.3% | +67.9% |
| 3Y | -28.5% | +96.7% | -125.2% | -54.7% |
| 5Y | -45.1% | +93.9% | -139.0% | -65.2% |
| All | +43.1% | +226.9% | -183.7% | -32.9% |
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