+332.2%
APP vs EQH
+102.2%
+230.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.0% |
| 7D | +1.1% | +0.7% | +0.3% | +0.6% |
| 30D | +6.6% | +2.8% | +3.8% | +4.2% |
| 3M | -32.3% | +23.1% | -55.4% | -42.8% |
| 6M | -29.8% | +41.4% | -71.2% | -47.5% |
| YTD | -51.9% | +14.3% | -66.2% | -57.5% |
| 1Y | -43.3% | +1.6% | -44.9% | -45.7% |
| 3Y | +664.1% | +102.7% | +561.3% | +316.5% |
| All | +332.2% | +102.2% | +230.0% | +133.9% |
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 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