+75.2%
AJG vs EQH
+102.2%
-27.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -8.3% | +0.7% | -9.0% | -8.4% |
| 30D | -5.7% | +2.8% | -8.5% | -6.4% |
| 3M | +9.1% | +23.1% | -14.0% | +3.1% |
| 6M | +15.2% | +41.4% | -26.2% | +4.5% |
| YTD | -6.3% | +14.3% | -20.6% | -10.3% |
| 1Y | -19.1% | +1.6% | -20.7% | -20.2% |
| 3Y | +8.2% | +102.7% | -94.5% | -16.3% |
| All | +75.2% | +102.2% | -27.0% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling