+97.0%
ALLY vs EQH
+234.7%
-137.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.3% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | -4.9% | +2.8% | -7.8% | -7.1% |
| 3M | -2.6% | +23.1% | -25.7% | -17.8% |
| 6M | +15.7% | +41.4% | -25.7% | -13.5% |
| YTD | -5.2% | +14.3% | -19.4% | -16.8% |
| 1Y | +2.8% | +1.6% | +1.2% | -1.5% |
| 3Y | +63.4% | +102.7% | -39.3% | -13.1% |
| 5Y | -2.6% | +104.5% | -107.1% | -48.3% |
| All | +97.0% | +234.7% | -137.7% | -31.7% |
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