+101.9%
EQH vs ACM
+1.2%
+100.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +0.7% | -4.6% | +5.3% | +3.4% |
| 30D | +2.8% | +4.1% | -1.2% | 0.0% |
| 3M | +23.1% | -8.3% | +31.4% | +27.1% |
| 6M | +41.4% | -30.1% | +71.5% | +72.0% |
| YTD | +14.3% | -32.6% | +46.9% | +41.1% |
| 1Y | +1.6% | -49.6% | +51.2% | +50.8% |
| 3Y | +102.7% | -23.0% | +125.8% | +115.2% |
| All | +101.9% | +1.2% | +100.7% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling