+3,912.3%
AEHR vs EQNR
+416.8%
+3,495.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +9.8% | +6.4% | +3.3% | +8.0% |
| 30D | -26.7% | +10.4% | -37.1% | -28.6% |
| 3M | -8.1% | +23.1% | -31.2% | -14.2% |
| 6M | +123.1% | +36.3% | +86.8% | +96.0% |
| YTD | +369.0% | +96.0% | +273.0% | +262.5% |
| 1Y | +256.4% | +94.2% | +162.2% | +175.5% |
| 3Y | +96.4% | +75.3% | +21.1% | +53.4% |
| 5Y | +836.6% | +187.2% | +649.4% | +494.7% |
| All | +3,912.3% | +416.8% | +3,495.5% | +1,851.4% |
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