+101.9%
EQH vs AEE
+38.7%
+63.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +2.8% | -2.9% | +5.8% | +3.9% |
| 3M | +23.1% | -2.4% | +25.5% | +23.7% |
| 6M | +41.4% | -2.7% | +44.1% | +41.9% |
| YTD | +14.3% | +7.3% | +7.0% | +10.0% |
| 1Y | +1.6% | +7.5% | -6.0% | -2.4% |
| 3Y | +102.7% | +46.2% | +56.5% | +71.2% |
| All | +101.9% | +38.7% | +63.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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