+101.7%
EQH vs ALC
-19.4%
+121.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +2.2% |
| 7D | -1.8% | -7.7% | +5.9% | +1.9% |
| 30D | +2.4% | -11.7% | +14.1% | +8.3% |
| 3M | +26.3% | +0.7% | +25.6% | +25.2% |
| 6M | +35.8% | -17.1% | +52.9% | +46.9% |
| YTD | +12.7% | -15.1% | +27.8% | +20.3% |
| 1Y | +2.5% | -14.1% | +16.6% | +8.4% |
| 3Y | +98.6% | -18.2% | +116.8% | +110.2% |
| 5Y | +101.7% | -19.2% | +120.9% | +99.5% |
| All | +101.7% | -19.4% | +121.1% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling