+391.1%
EAT vs EQH
+234.7%
+156.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.1% |
| 7D | -7.7% | +0.7% | -8.4% | -8.2% |
| 30D | -13.6% | +2.8% | -16.4% | -16.0% |
| 3M | +33.9% | +23.1% | +10.8% | +12.4% |
| 6M | +47.2% | +41.4% | +5.8% | +9.6% |
| YTD | +48.1% | +14.3% | +33.8% | +28.8% |
| 1Y | +33.7% | +1.6% | +32.1% | +26.4% |
| 3Y | +595.8% | +102.7% | +493.1% | +257.8% |
| 5Y | +314.4% | +104.5% | +209.8% | +101.4% |
| All | +391.1% | +234.7% | +156.4% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling