+304.9%
AEM vs EQNR
+183.4%
+121.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -2.1% | +6.4% | -8.6% | -2.9% |
| 30D | +8.4% | +10.4% | -1.9% | +6.9% |
| 3M | +27.3% | +23.1% | +4.2% | +23.2% |
| 6M | -9.7% | +36.3% | -45.9% | -16.0% |
| YTD | +19.0% | +96.0% | -77.0% | +1.2% |
| 1Y | +31.5% | +94.2% | -62.7% | +11.7% |
| 3Y | +338.7% | +75.3% | +263.4% | +276.1% |
| All | +304.9% | +183.4% | +121.5% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling