+217.4%
EQH vs ALM
+2,652.3%
-2,434.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | +1.1% | +3.6% | -2.5% | +0.9% |
| 30D | -1.1% | +33.8% | -34.9% | -2.8% |
| 3M | +25.0% | +14.8% | +10.2% | +23.4% |
| 6M | +33.9% | -7.0% | +40.8% | +32.7% |
| YTD | +11.6% | +108.1% | -96.5% | +5.4% |
| 1Y | +1.5% | +313.8% | -312.3% | -8.3% |
| 3Y | +96.7% | +2,227.6% | -2,130.9% | +55.1% |
| 5Y | +93.9% | +956.6% | -862.8% | +57.4% |
| All | +217.4% | +2,652.3% | -2,434.9% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling