-64.8%
AAL vs EQNR
+416.8%
-481.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.9% | +6.4% | -7.4% | -2.6% |
| 30D | -12.9% | +10.4% | -23.2% | -15.4% |
| 3M | -11.2% | +23.1% | -34.3% | -17.5% |
| 6M | +17.8% | +36.3% | -18.4% | +2.6% |
| YTD | -15.1% | +96.0% | -111.1% | -36.3% |
| 1Y | +0.5% | +94.2% | -93.8% | -24.8% |
| 3Y | -7.7% | +75.3% | -82.9% | -31.0% |
| 5Y | -31.3% | +187.2% | -218.6% | -64.1% |
| All | -64.8% | +416.8% | -481.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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