+272.7%
ACGL vs EQNR
+416.8%
-144.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.0% | +6.4% | -8.5% | -3.7% |
| 30D | -1.2% | +10.4% | -11.6% | -3.9% |
| 3M | +5.4% | +23.1% | -17.6% | -0.9% |
| 6M | +1.4% | +36.3% | -34.9% | -8.5% |
| YTD | +0.2% | +96.0% | -95.8% | -19.0% |
| 1Y | +4.1% | +94.2% | -90.1% | -15.9% |
| 3Y | +28.2% | +75.3% | -47.0% | +4.1% |
| 5Y | +159.5% | +187.2% | -27.7% | +65.0% |
| All | +272.7% | +416.8% | -144.1% | +85.6% |
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