-21.9%
EL vs EQH
+234.7%
-256.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -6.5% | +0.7% | -7.2% | -6.8% |
| 30D | +11.1% | +2.8% | +8.3% | +9.5% |
| 3M | +10.7% | +23.1% | -12.4% | +0.3% |
| 6M | +6.9% | +41.4% | -34.5% | -9.4% |
| YTD | -6.3% | +14.3% | -20.5% | -12.8% |
| 1Y | +13.5% | +1.6% | +11.9% | +10.9% |
| 3Y | -33.1% | +102.7% | -135.8% | -52.0% |
| 5Y | -68.8% | +104.5% | -173.3% | -78.0% |
| All | -21.9% | +234.7% | -256.6% | -57.7% |
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