+33.7%
APA vs EQH
+234.7%
-201.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.7% |
| 7D | +4.6% | +0.7% | +3.9% | +3.9% |
| 30D | +11.9% | +2.8% | +9.1% | +8.7% |
| 3M | +22.5% | +23.1% | -0.6% | +1.3% |
| 6M | +37.5% | +41.4% | -3.9% | -2.3% |
| YTD | +87.2% | +14.3% | +72.9% | +56.4% |
| 1Y | +101.4% | +1.6% | +99.8% | +83.7% |
| 3Y | +16.9% | +102.7% | -85.8% | -45.0% |
| 5Y | +178.4% | +104.5% | +73.9% | +22.8% |
| All | +33.7% | +234.7% | -201.0% | -55.5% |
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