+688.7%
AEIS vs EQNR
+2,025.8%
-1,337.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +2.3% | +6.4% | -4.2% | -0.4% |
| 30D | -14.8% | +10.4% | -25.2% | -18.4% |
| 3M | -15.6% | +23.1% | -38.7% | -24.1% |
| 6M | -8.7% | +36.3% | -45.0% | -23.6% |
| YTD | +37.3% | +96.0% | -58.6% | -3.2% |
| 1Y | +80.3% | +94.2% | -13.9% | +26.8% |
| 3Y | +177.9% | +75.3% | +102.7% | +98.0% |
| 5Y | +235.8% | +187.2% | +48.6% | +75.6% |
| 10Y | +558.6% | +415.5% | +143.2% | +146.2% |
| All | +688.7% | +2,025.8% | -1,337.1% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling