+31.4%
EIX vs EQH
+234.7%
-203.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -19.3% | +2.8% | -22.1% | -20.2% |
| 3M | -21.7% | +23.1% | -44.8% | -26.8% |
| 6M | -19.8% | +41.4% | -61.2% | -28.7% |
| YTD | -3.0% | +14.3% | -17.3% | -8.4% |
| 1Y | +5.1% | +1.6% | +3.5% | +2.7% |
| 3Y | -7.0% | +102.7% | -109.7% | -29.3% |
| 5Y | +22.0% | +104.5% | -82.5% | -10.7% |
| All | +31.4% | +234.7% | -203.3% | -28.0% |
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