+15.9%
AGG vs EQH
+234.7%
-218.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -1.1% | +2.8% | -4.0% | -1.2% |
| 3M | -1.9% | +23.1% | -25.0% | -2.1% |
| 6M | -1.7% | +41.4% | -43.1% | -2.0% |
| YTD | -1.3% | +14.3% | -15.6% | -1.4% |
| 1Y | -0.7% | +1.6% | -2.3% | -0.8% |
| 3Y | +12.5% | +102.7% | -90.2% | +11.8% |
| 5Y | -2.5% | +104.5% | -107.0% | -3.1% |
| All | +15.9% | +234.7% | -218.8% | +13.3% |
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