+211.8%
EQH vs JAAA
+29.4%
+182.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +23.1% | +1.3% | +21.8% | +19.0% |
| 6M | +41.4% | +2.8% | +38.6% | +31.5% |
| YTD | +14.3% | +3.3% | +11.0% | +5.2% |
| 1Y | +1.6% | +4.9% | -3.3% | -10.0% |
| 3Y | +102.7% | +19.0% | +83.7% | +59.2% |
| 5Y | +104.5% | +26.9% | +77.7% | +47.9% |
| All | +211.8% | +29.4% | +182.4% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling