+615.0%
AGI vs EQH
+234.7%
+380.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -2.7% | +0.7% | -3.5% | -2.8% |
| 30D | +7.2% | +2.8% | +4.4% | +7.0% |
| 3M | +4.3% | +23.1% | -18.8% | +2.8% |
| 6M | -27.1% | +41.4% | -68.5% | -28.7% |
| YTD | -6.6% | +14.3% | -20.9% | -7.7% |
| 1Y | +9.5% | +1.6% | +7.9% | +8.9% |
| 3Y | +208.4% | +102.7% | +105.7% | +192.7% |
| 5Y | +401.6% | +104.5% | +297.1% | +375.4% |
| All | +615.0% | +234.7% | +380.3% | +558.2% |
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