+135.3%
EQH vs ABCL
-81.3%
+216.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +5.5% | +0.7% | +4.8% | +5.4% |
| 30D | +3.2% | +93.1% | -89.8% | -5.1% |
| 3M | +32.5% | +79.4% | -46.9% | +21.9% |
| 6M | +33.7% | +214.9% | -181.1% | +14.0% |
| YTD | +13.4% | +234.2% | -220.8% | -4.7% |
| 1Y | +0.6% | +174.8% | -174.2% | -14.5% |
| 3Y | +95.1% | +104.5% | -9.3% | +62.5% |
| 5Y | +92.7% | -39.0% | +131.7% | +70.2% |
| All | +135.3% | -81.3% | +216.5% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling