+98.0%
EQH vs ABCL
+103.9%
-5.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +1.1% | -2.7% | +3.8% | +1.4% |
| 30D | -1.1% | +18.3% | -19.4% | -3.5% |
| 3M | +25.0% | +108.5% | -83.5% | +12.0% |
| 6M | +33.9% | +213.9% | -180.0% | +11.7% |
| YTD | +11.6% | +223.1% | -211.5% | -8.2% |
| 1Y | +1.5% | +160.6% | -159.1% | -15.3% |
| All | +98.0% | +103.9% | -5.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling