-1.2%
AGNC vs EQH
+12.7%
-13.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.2% | +0.4% |
| 7D | -0.1% | -3.1% | +3.0% | +0.4% |
| 30D | +2.8% | -2.9% | +5.7% | +3.2% |
| 3M | -14.2% | +3.1% | -17.3% | -14.8% |
| 6M | -11.7% | +21.8% | -33.5% | -14.9% |
| YTD | -7.7% | +13.3% | -21.1% | -12.1% |
| 1Y | -1.2% | +20.1% | -21.3% | -7.0% |
| All | -1.2% | +12.7% | -13.9% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling