-52.0%
APTV vs EQH
+234.7%
-286.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.2% |
| 7D | -5.0% | +0.7% | -5.7% | -5.4% |
| 30D | -6.1% | +2.8% | -8.9% | -7.9% |
| 3M | -33.0% | +23.1% | -56.1% | -41.8% |
| 6M | -35.2% | +41.4% | -76.6% | -49.2% |
| YTD | -40.1% | +14.3% | -54.4% | -46.5% |
| 1Y | -45.6% | +1.6% | -47.2% | -48.0% |
| 3Y | -54.4% | +102.7% | -157.1% | -73.6% |
| 5Y | -68.9% | +104.5% | -173.4% | -82.2% |
| All | -52.0% | +234.7% | -286.7% | -79.5% |
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