+676.1%
APH vs EQH
+252.0%
+424.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.1% |
| 7D | +4.9% | +6.5% | -1.7% | +2.2% |
| 30D | -5.4% | +6.1% | -11.5% | -7.6% |
| 3M | -5.5% | +6.2% | -11.7% | -8.0% |
| 6M | +25.9% | +38.1% | -12.1% | +9.0% |
| YTD | +16.4% | +20.2% | -3.8% | +5.6% |
| 1Y | +16.5% | +27.6% | -11.1% | +2.9% |
| 3Y | +270.9% | +128.8% | +142.0% | +149.9% |
| 5Y | +289.5% | +83.1% | +206.3% | +180.9% |
| All | +676.1% | +252.0% | +424.1% | +300.1% |
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