+101.9%
EQH vs ALM
+839.2%
-737.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.7% |
| 7D | +0.7% | -11.8% | +12.6% | +1.3% |
| 30D | +2.8% | +7.8% | -5.0% | +2.2% |
| 3M | +23.1% | -9.3% | +32.3% | +23.0% |
| 6M | +41.4% | -30.5% | +71.9% | +42.2% |
| YTD | +14.3% | +75.8% | -61.6% | +8.8% |
| 1Y | +1.6% | +241.2% | -239.6% | -7.5% |
| 3Y | +102.7% | +1,872.6% | -1,769.9% | +59.1% |
| All | +101.9% | +839.2% | -737.3% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling