+33.9%
EQH vs ACM
-30.2%
+64.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.7% |
| 7D | +1.1% | -3.7% | +4.8% | +1.9% |
| 30D | -1.1% | -12.7% | +11.6% | +1.9% |
| 3M | +25.0% | -9.8% | +34.8% | +27.1% |
| 6M | +33.9% | -31.4% | +65.3% | +57.9% |
| All | +33.9% | -30.2% | +64.0% | +57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling