+76.9%
AIG vs EQH
+234.7%
-157.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.5% |
| 7D | -1.2% | +0.7% | -1.9% | -1.6% |
| 30D | -1.1% | +2.8% | -3.9% | -3.0% |
| 3M | +0.7% | +23.1% | -22.4% | -12.7% |
| 6M | -2.2% | +41.4% | -43.6% | -23.5% |
| YTD | -10.8% | +14.3% | -25.1% | -20.8% |
| 1Y | -2.0% | +1.6% | -3.6% | -6.4% |
| 3Y | +34.8% | +102.7% | -67.9% | -26.5% |
| 5Y | +55.0% | +104.5% | -49.5% | -19.2% |
| All | +76.9% | +234.7% | -157.8% | -38.8% |
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