+225.0%
EQH vs AEE
+135.4%
+89.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | +2.8% | -2.9% | +5.8% | +4.3% |
| 3M | +23.1% | -2.4% | +25.5% | +24.0% |
| 6M | +41.4% | -2.7% | +44.1% | +42.3% |
| YTD | +14.3% | +7.3% | +7.0% | +8.7% |
| 1Y | +1.6% | +7.5% | -6.0% | -3.6% |
| 3Y | +102.7% | +46.2% | +56.5% | +60.2% |
| 5Y | +104.5% | +39.7% | +64.8% | +63.1% |
| All | +225.0% | +135.4% | +89.5% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling