+242.2%
AME vs EQH
+234.7%
+7.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | -6.4% | +2.8% | -9.3% | -7.7% |
| 3M | +7.1% | +23.1% | -16.0% | -2.6% |
| 6M | +8.2% | +41.4% | -33.2% | -8.1% |
| YTD | +18.2% | +14.3% | +3.9% | +9.6% |
| 1Y | +26.7% | +1.6% | +25.1% | +23.3% |
| 3Y | +60.7% | +102.7% | -42.0% | +11.1% |
| 5Y | +91.6% | +104.5% | -13.0% | +27.0% |
| All | +242.2% | +234.7% | +7.5% | +61.6% |
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