+344.9%
AEIS vs EQH
+234.7%
+110.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.1% |
| 7D | +2.3% | +0.7% | +1.5% | +1.8% |
| 30D | -14.8% | +2.8% | -17.6% | -16.4% |
| 3M | -15.6% | +23.1% | -38.7% | -26.3% |
| 6M | -8.7% | +41.4% | -50.1% | -27.8% |
| YTD | +37.3% | +14.3% | +23.1% | +22.6% |
| 1Y | +80.3% | +1.6% | +78.7% | +71.0% |
| 3Y | +177.9% | +102.7% | +75.2% | +71.3% |
| 5Y | +235.8% | +104.5% | +131.3% | +101.6% |
| All | +344.9% | +234.7% | +110.2% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling