+114.4%
XEL vs EQH
+234.7%
-120.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -3.9% | +2.8% | -6.8% | -4.4% |
| 3M | -2.8% | +23.1% | -25.9% | -6.3% |
| 6M | -5.4% | +41.4% | -46.8% | -11.2% |
| YTD | +3.8% | +14.3% | -10.5% | +0.7% |
| 1Y | +6.8% | +1.6% | +5.2% | +5.6% |
| 3Y | +45.6% | +102.7% | -57.1% | +24.0% |
| 5Y | +30.7% | +104.5% | -73.9% | +8.8% |
| All | +114.4% | +234.7% | -120.3% | +41.0% |
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