-35.7%
AUR vs EQH
+74.6%
-110.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +0.7% |
| 30D | -6.4% | +2.8% | -9.2% | -8.5% |
| 3M | +7.7% | +23.1% | -15.4% | -10.4% |
| 6M | +44.5% | +41.4% | +3.1% | +6.6% |
| YTD | +67.4% | +14.3% | +53.2% | +46.5% |
| 1Y | +15.4% | +1.6% | +13.8% | +11.4% |
| 3Y | +94.8% | +102.7% | -7.9% | +12.0% |
| 5Y | -35.1% | +104.5% | -139.7% | -60.8% |
| All | -35.7% | +74.6% | -110.3% | -61.2% |
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