+8.6%
AEIS vs EQNR
+89.2%
-80.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.2% | -4.9% | -12.5% |
| 7D | -12.7% | -10.2% | -2.5% | -14.9% |
| 30D | -28.8% | +1.1% | -29.9% | -28.2% |
| 3M | -38.0% | +10.3% | -48.3% | -35.7% |
| 6M | -45.3% | +5.7% | -51.0% | -42.9% |
| YTD | +1.1% | +87.2% | -86.1% | +14.0% |
| 1Y | +8.6% | +87.4% | -78.8% | +23.8% |
| All | +8.6% | +89.2% | -80.6% | +23.8% |
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