+0.5%
AAL vs EQNR
+93.1%
-92.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +0.8% |
| 7D | -0.9% | +6.4% | -7.4% | +3.0% |
| 30D | -12.9% | +10.4% | -23.2% | -7.1% |
| 3M | -11.2% | +23.1% | -34.3% | +3.3% |
| 6M | +17.8% | +36.3% | -18.4% | +43.1% |
| YTD | -15.1% | +96.0% | -111.1% | +13.8% |
| 1Y | +0.5% | +94.2% | -93.8% | +34.3% |
| All | +0.5% | +93.1% | -92.6% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling