+2.7%
ECL vs EQH
+2.5%
+0.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.6% | +5.5% | -8.1% | -3.5% |
| 30D | -2.2% | +3.2% | -5.4% | -2.8% |
| 3M | +10.1% | +32.5% | -22.4% | +4.2% |
| 6M | -5.7% | +33.7% | -39.5% | -11.2% |
| YTD | +7.0% | +13.4% | -6.5% | +3.6% |
| 1Y | +2.7% | +0.6% | +2.1% | +2.9% |
| All | +2.7% | +2.5% | +0.2% | +2.9% |
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 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