+217.1%
EQH vs ACM
+102.5%
+114.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.7% |
| 30D | +1.0% | -12.9% | +13.9% | +10.0% |
| 3M | +26.7% | -6.4% | +33.1% | +29.9% |
| 6M | +34.4% | -29.2% | +63.6% | +67.4% |
| YTD | +11.5% | -29.9% | +41.4% | +38.4% |
| 1Y | +0.4% | -47.3% | +47.7% | +52.1% |
| 3Y | +96.5% | -19.6% | +116.1% | +109.6% |
| 5Y | +93.4% | +5.5% | +87.8% | +63.4% |
| All | +217.1% | +102.5% | +114.5% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling