+220.5%
EQH vs ALK
-31.0%
+251.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -1.8% | -3.1% | +1.4% | -0.2% |
| 30D | +2.4% | -17.1% | +19.6% | +12.2% |
| 3M | +26.3% | -3.8% | +30.1% | +26.2% |
| 6M | +35.8% | -5.3% | +41.1% | +33.7% |
| YTD | +12.7% | -20.3% | +32.9% | +19.8% |
| 1Y | +2.5% | -36.0% | +38.4% | +21.0% |
| 3Y | +98.6% | +0.8% | +97.9% | +67.1% |
| 5Y | +101.7% | -28.5% | +130.2% | +100.6% |
| All | +220.5% | -31.0% | +251.5% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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