+16.7%
EQH vs ADVB
-96.8%
+113.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.4% | +1.2% |
| 7D | +6.5% | +27.8% | -21.2% | +5.9% |
| 30D | +6.1% | -50.8% | +56.9% | +6.9% |
| 3M | +6.2% | -70.5% | +76.8% | +7.8% |
| 6M | +38.1% | -46.7% | +84.8% | +35.7% |
| YTD | +20.2% | -56.7% | +76.8% | +18.2% |
| 1Y | +27.6% | -71.8% | +99.4% | +28.1% |
| All | +16.7% | -96.8% | +113.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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