+96.4%
AWK vs EQH
+230.1%
-133.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -0.7% | -1.8% | +1.0% | -0.5% |
| 30D | +2.8% | +2.4% | +0.3% | +2.4% |
| 3M | +11.3% | +26.3% | -15.0% | +7.1% |
| 6M | +6.7% | +35.8% | -29.1% | +1.2% |
| YTD | +9.4% | +12.7% | -3.3% | +6.6% |
| 1Y | +3.7% | +2.5% | +1.3% | +2.5% |
| 3Y | +9.2% | +98.6% | -89.4% | -8.1% |
| 5Y | -15.7% | +101.7% | -117.4% | -30.7% |
| All | +96.4% | +230.1% | -133.6% | +26.9% |
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