+694.9%
APH vs EQH
+230.1%
+464.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -2.2% | -1.8% | -0.5% | -1.5% |
| 30D | -4.0% | +2.4% | -6.5% | -5.2% |
| 3M | +7.7% | +26.3% | -18.6% | -3.1% |
| 6M | +17.8% | +35.8% | -18.0% | +1.9% |
| YTD | +19.2% | +12.7% | +6.5% | +11.2% |
| 1Y | +35.7% | +2.5% | +33.2% | +31.1% |
| 3Y | +282.9% | +98.6% | +184.3% | +173.2% |
| 5Y | +345.6% | +101.7% | +243.9% | +208.5% |
| All | +694.9% | +230.1% | +464.9% | +321.1% |
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