+182.8%
AG vs EQH
+230.1%
-47.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.1% |
| 7D | -5.8% | -1.8% | -4.0% | -5.4% |
| 30D | +6.4% | +2.4% | +3.9% | +5.6% |
| 3M | +28.4% | +26.3% | +2.1% | +20.6% |
| 6M | -24.5% | +35.8% | -60.3% | -30.8% |
| YTD | +21.2% | +12.7% | +8.5% | +16.3% |
| 1Y | +114.1% | +2.5% | +111.6% | +110.7% |
| 3Y | +268.0% | +98.6% | +169.4% | +202.2% |
| 5Y | +67.3% | +101.7% | -34.4% | +34.7% |
| All | +182.8% | +230.1% | -47.2% | +89.3% |
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