+199.2%
EQH vs ALC
+16.1%
+183.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.9% |
| 7D | +0.7% | -6.3% | +7.1% | +4.5% |
| 30D | +2.8% | -10.3% | +13.1% | +9.4% |
| 3M | +23.1% | -0.7% | +23.8% | +22.7% |
| 6M | +41.4% | -17.8% | +59.2% | +56.5% |
| YTD | +14.3% | -15.8% | +30.1% | +24.3% |
| 1Y | +1.6% | -16.7% | +18.3% | +10.8% |
| 3Y | +102.7% | -19.7% | +122.4% | +118.2% |
| 5Y | +104.5% | -19.8% | +124.3% | +114.1% |
| All | +199.2% | +16.1% | +183.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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