+397.6%
EAT vs EQH
+226.9%
+170.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -6.8% | +1.1% | -7.9% | -7.7% |
| 30D | -5.4% | -1.1% | -4.3% | -5.1% |
| 3M | +42.8% | +25.0% | +17.7% | +18.5% |
| 6M | +56.5% | +33.9% | +22.6% | +21.5% |
| YTD | +50.0% | +11.6% | +38.4% | +32.9% |
| 1Y | +38.3% | +1.5% | +36.8% | +30.8% |
| 3Y | +591.6% | +96.7% | +494.9% | +264.2% |
| 5Y | +312.6% | +93.9% | +218.8% | +109.7% |
| All | +397.6% | +226.9% | +170.8% | +57.2% |
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