+101.9%
EQH vs JAAA
+26.5%
+75.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | +2.8% | +0.5% | +2.3% | +1.2% |
| 3M | +23.1% | +1.3% | +21.8% | +18.6% |
| 6M | +41.4% | +2.8% | +38.6% | +30.6% |
| YTD | +14.3% | +3.3% | +11.0% | +4.4% |
| 1Y | +1.6% | +4.9% | -3.3% | -11.0% |
| 3Y | +102.7% | +19.0% | +83.7% | +56.4% |
| All | +101.9% | +26.5% | +75.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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