+99.9%
EQH vs ALM
+1,934.4%
-1,834.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +1.4% |
| 7D | -1.8% | -7.1% | +5.4% | -1.5% |
| 30D | +2.4% | +24.7% | -22.2% | +1.2% |
| 3M | +26.3% | +8.3% | +18.0% | +25.2% |
| 6M | +35.8% | -22.2% | +58.0% | +35.7% |
| YTD | +12.7% | +88.1% | -75.4% | +7.8% |
| 1Y | +2.5% | +272.4% | -269.9% | -5.6% |
| All | +99.9% | +1,934.4% | -1,834.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling