+342.2%
AEIS vs EQH
+226.9%
+115.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.5% | +1.1% | +5.4% | +5.7% |
| 30D | -9.2% | -1.1% | -8.1% | -8.9% |
| 3M | -8.3% | +25.0% | -33.4% | -20.6% |
| 6M | -6.3% | +33.9% | -40.2% | -23.6% |
| YTD | +36.5% | +11.6% | +24.9% | +23.5% |
| 1Y | +84.8% | +1.5% | +83.2% | +75.0% |
| 3Y | +176.6% | +96.7% | +79.9% | +73.5% |
| 5Y | +237.1% | +93.9% | +143.2% | +108.7% |
| All | +342.2% | +226.9% | +115.3% | +92.0% |
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