+128.8%
EQH vs ABCL
+185.8%
-57.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | +6.5% | -3.3% | +9.8% | +6.9% |
| 30D | +6.1% | -7.1% | +13.2% | +6.6% |
| 3M | +6.2% | +4.7% | +1.5% | +4.8% |
| 6M | +38.1% | +140.9% | -102.8% | +20.7% |
| YTD | +20.2% | +236.0% | -215.8% | -0.9% |
| 1Y | +27.6% | +217.4% | -189.8% | +5.9% |
| 3Y | +128.8% | +188.7% | -59.9% | +74.0% |
| All | +128.8% | +185.8% | -57.0% | +74.0% |
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