+289.7%
AJG vs EQH
+234.7%
+55.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -8.3% | +0.7% | -9.0% | -8.5% |
| 30D | -5.7% | +2.8% | -8.5% | -6.6% |
| 3M | +9.1% | +23.1% | -14.0% | +1.8% |
| 6M | +15.2% | +41.4% | -26.2% | +2.4% |
| YTD | -6.3% | +14.3% | -20.6% | -11.2% |
| 1Y | -19.1% | +1.6% | -20.7% | -20.7% |
| 3Y | +8.2% | +102.7% | -94.5% | -18.7% |
| 5Y | +75.6% | +104.5% | -28.9% | +28.1% |
| All | +289.7% | +234.7% | +55.0% | +112.9% |
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 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