+53.1%
AGNC vs EQH
+234.7%
-181.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -4.7% | +0.7% | -5.4% | -5.0% |
| 30D | -5.7% | +2.8% | -8.5% | -6.7% |
| 3M | +1.9% | +23.1% | -21.2% | -5.6% |
| 6M | +1.8% | +41.4% | -39.6% | -10.6% |
| YTD | +3.4% | +14.3% | -10.8% | -2.6% |
| 1Y | +13.6% | +1.6% | +12.0% | +11.0% |
| 3Y | +60.4% | +102.7% | -42.3% | +17.8% |
| 5Y | +27.0% | +104.5% | -77.6% | -8.9% |
| All | +53.1% | +234.7% | -181.6% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling