+191.9%
EQH vs ALC
+21.6%
+170.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.6% |
| 7D | +5.4% | -3.7% | +9.1% | +7.7% |
| 30D | +1.0% | -3.7% | +4.8% | +3.2% |
| 3M | +26.7% | +4.6% | +22.2% | +22.6% |
| 6M | +34.4% | -14.6% | +49.0% | +45.6% |
| YTD | +11.5% | -11.9% | +23.3% | +18.2% |
| 1Y | +0.4% | -13.1% | +13.6% | +6.9% |
| 3Y | +96.5% | -15.0% | +111.5% | +104.4% |
| 5Y | +93.4% | -16.2% | +109.5% | +97.4% |
| All | +191.9% | +21.6% | +170.3% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling