+116.9%
ALLE vs EQH
+230.1%
-113.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | -10.2% | +2.4% | -12.6% | -11.1% |
| 3M | +17.4% | +26.3% | -8.9% | +6.6% |
| 6M | +3.3% | +35.8% | -32.5% | -9.6% |
| YTD | -4.2% | +12.7% | -16.9% | -10.3% |
| 1Y | -10.5% | +2.5% | -13.0% | -13.3% |
| 3Y | +45.4% | +98.6% | -53.3% | +3.0% |
| 5Y | +11.9% | +101.7% | -89.8% | -22.8% |
| All | +116.9% | +230.1% | -113.1% | +12.9% |
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 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