+102.7%
EQH vs ACM
-22.9%
+125.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +0.7% | -4.6% | +5.3% | +2.8% |
| 30D | +2.8% | +4.1% | -1.2% | +0.6% |
| 3M | +23.1% | -8.3% | +31.4% | +26.4% |
| 6M | +41.4% | -30.1% | +71.5% | +67.2% |
| YTD | +14.3% | -32.6% | +46.9% | +37.0% |
| 1Y | +1.6% | -49.6% | +51.2% | +43.2% |
| 3Y | +102.7% | -23.0% | +125.8% | +104.0% |
| All | +102.7% | -22.9% | +125.6% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling