+225.0%
EQH vs ACM
+94.8%
+130.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.7% |
| 7D | +0.7% | -4.6% | +5.3% | +4.0% |
| 30D | +2.8% | +4.1% | -1.2% | -0.6% |
| 3M | +23.1% | -8.3% | +31.4% | +27.9% |
| 6M | +41.4% | -30.1% | +71.5% | +77.3% |
| YTD | +14.3% | -32.6% | +46.9% | +45.7% |
| 1Y | +1.6% | -49.6% | +51.2% | +58.8% |
| 3Y | +102.7% | -23.0% | +125.8% | +122.9% |
| 5Y | +104.5% | +2.0% | +102.6% | +76.8% |
| All | +225.0% | +94.8% | +130.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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