+527.5%
APP vs EQH
+90.1%
+437.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.4% |
| 7D | +4.6% | +6.5% | -2.0% | +0.5% |
| 30D | +56.0% | +6.1% | +49.9% | +48.9% |
| 3M | +30.8% | +6.2% | +24.6% | +24.1% |
| 6M | -9.8% | +38.1% | -47.9% | -29.5% |
| YTD | -39.3% | +20.2% | -59.5% | -48.0% |
| 1Y | -26.4% | +27.6% | -54.0% | -39.8% |
| 3Y | +887.9% | +128.8% | +759.1% | +437.4% |
| 5Y | +264.1% | +83.1% | +180.9% | +116.9% |
| All | +527.5% | +90.1% | +437.3% | +276.9% |
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