+19.4%
AEM vs EQNR
+86.3%
-66.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +2.9% |
| 7D | +7.5% | -10.6% | +18.1% | +4.5% |
| 30D | +1.6% | -1.1% | +2.7% | +1.4% |
| 3M | +14.5% | +12.6% | +1.9% | +18.6% |
| 6M | +6.6% | +4.9% | +1.7% | +8.7% |
| YTD | +12.2% | +86.1% | -73.8% | +21.3% |
| 1Y | +19.4% | +87.5% | -68.1% | +29.6% |
| All | +19.4% | +86.3% | -66.8% | +29.6% |
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 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