+1,295.6%
AU vs EQH
+234.7%
+1,060.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | +7.3% | +2.8% | +4.5% | +7.0% |
| 3M | +26.3% | +23.1% | +3.2% | +24.0% |
| 6M | +1.8% | +41.4% | -39.6% | -1.3% |
| YTD | +26.8% | +14.3% | +12.6% | +24.8% |
| 1Y | +66.7% | +1.6% | +65.1% | +65.4% |
| 3Y | +579.1% | +102.7% | +476.4% | +531.6% |
| 5Y | +689.3% | +104.5% | +584.8% | +630.3% |
| All | +1,295.6% | +234.7% | +1,060.9% | +985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling