+570.7%
EME vs EQH
+102.2%
+468.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -6.3% | +2.8% | -9.2% | -7.6% |
| 3M | -3.8% | +23.1% | -26.8% | -12.4% |
| 6M | +8.5% | +41.4% | -32.9% | -7.8% |
| YTD | +27.8% | +14.3% | +13.5% | +18.8% |
| 1Y | +22.2% | +1.6% | +20.6% | +19.3% |
| 3Y | +253.5% | +102.7% | +150.8% | +150.2% |
| All | +570.7% | +102.2% | +468.4% | +344.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling