+142.2%
AS vs EQH
+81.0%
+61.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +0.6% |
| 7D | +5.8% | +2.1% | +3.7% | +4.7% |
| 30D | +15.4% | +4.7% | +10.6% | +12.6% |
| 3M | -11.9% | +7.6% | -19.4% | -15.4% |
| 6M | -9.9% | +31.9% | -41.8% | -22.6% |
| YTD | -13.1% | +18.7% | -31.8% | -21.8% |
| 1Y | +9.9% | +25.7% | -15.8% | -4.2% |
| All | +142.2% | +81.0% | +61.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling