+323.9%
AEIS vs EQH
+230.1%
+93.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.7% |
| 7D | -0.2% | -1.8% | +1.6% | +0.7% |
| 30D | -16.4% | +2.4% | -18.8% | -17.8% |
| 3M | -11.1% | +26.3% | -37.4% | -23.5% |
| 6M | -12.0% | +35.8% | -47.8% | -28.8% |
| YTD | +30.9% | +12.7% | +18.2% | +17.7% |
| 1Y | +74.3% | +2.5% | +71.9% | +64.2% |
| 3Y | +165.2% | +98.6% | +66.5% | +65.3% |
| 5Y | +220.0% | +101.7% | +118.3% | +93.6% |
| All | +323.9% | +230.1% | +93.9% | +83.0% |
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