+91.1%
AME vs EQH
+102.2%
-11.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -6.4% | +2.8% | -9.3% | -7.4% |
| 3M | +7.1% | +23.1% | -16.0% | -0.9% |
| 6M | +8.2% | +41.4% | -33.2% | -5.4% |
| YTD | +18.2% | +14.3% | +3.9% | +11.3% |
| 1Y | +26.7% | +1.6% | +25.1% | +24.4% |
| 3Y | +60.7% | +102.7% | -42.0% | +19.8% |
| All | +91.1% | +102.2% | -11.1% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling