+9.8%
AUR vs EQH
+1.5%
+8.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.0% |
| 30D | -7.6% | +1.1% | -8.7% | -8.3% |
| 3M | +5.4% | +22.7% | -17.3% | -9.4% |
| 6M | +58.3% | +46.2% | +12.2% | +18.6% |
| YTD | +68.2% | +15.0% | +53.3% | +48.9% |
| All | +9.8% | +1.5% | +8.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling