+56.2%
AG vs EQH
+102.2%
-46.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.4% |
| 7D | -6.7% | +0.7% | -7.4% | -7.0% |
| 30D | +2.2% | +2.8% | -0.7% | +1.1% |
| 3M | +15.7% | +23.1% | -7.4% | +8.1% |
| 6M | -23.8% | +41.4% | -65.2% | -32.4% |
| YTD | +17.6% | +14.3% | +3.4% | +11.5% |
| 1Y | +88.6% | +1.6% | +87.0% | +85.5% |
| 3Y | +253.4% | +102.7% | +150.7% | +174.9% |
| All | +56.2% | +102.2% | -46.1% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling