+114.1%
AS vs EQH
+70.0%
+44.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.0% |
| 7D | -2.6% | +5.4% | -8.0% | -5.4% |
| 30D | -22.1% | +1.0% | -23.1% | -22.7% |
| 3M | -15.3% | +26.7% | -42.1% | -25.5% |
| 6M | -15.6% | +34.4% | -49.9% | -28.5% |
| YTD | -23.2% | +11.5% | -34.7% | -28.5% |
| 1Y | -21.7% | +0.4% | -22.1% | -23.2% |
| All | +114.1% | +70.0% | +44.1% | +67.9% |
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