+174.5%
AG vs EQH
+234.7%
-60.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.3% |
| 7D | -6.7% | +0.7% | -7.4% | -6.9% |
| 30D | +2.2% | +2.8% | -0.7% | +1.3% |
| 3M | +15.7% | +23.1% | -7.4% | +9.4% |
| 6M | -23.8% | +41.4% | -65.2% | -31.0% |
| YTD | +17.6% | +14.3% | +3.4% | +12.5% |
| 1Y | +88.6% | +1.6% | +87.0% | +85.9% |
| 3Y | +253.4% | +102.7% | +150.7% | +188.7% |
| 5Y | +62.4% | +104.5% | -42.1% | +30.3% |
| All | +174.5% | +234.7% | -60.2% | +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 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