+169.7%
EXE vs EQH
+122.3%
+47.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | -3.1% | +0.7% | -3.9% | -3.4% |
| 30D | -0.9% | +2.8% | -3.7% | -2.0% |
| 3M | +9.6% | +23.1% | -13.5% | +1.4% |
| 6M | -11.6% | +41.4% | -53.0% | -23.0% |
| YTD | -12.6% | +14.3% | -26.8% | -17.9% |
| 1Y | +1.2% | +1.6% | -0.4% | -0.7% |
| 3Y | +18.0% | +102.7% | -84.7% | -18.3% |
| 5Y | +101.1% | +104.5% | -3.4% | +32.1% |
| All | +169.7% | +122.3% | +47.5% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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