+170.5%
AEP vs EQNR
+416.8%
-246.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -0.9% | +6.4% | -7.4% | -1.5% |
| 30D | -1.1% | +10.4% | -11.4% | -1.9% |
| 3M | -3.3% | +23.1% | -26.4% | -5.1% |
| 6M | -4.6% | +36.3% | -40.9% | -7.6% |
| YTD | +9.4% | +96.0% | -86.6% | +2.3% |
| 1Y | +16.9% | +94.2% | -77.3% | +9.4% |
| 3Y | +76.6% | +75.3% | +1.4% | +65.4% |
| 5Y | +66.2% | +187.2% | -121.0% | +45.3% |
| All | +170.5% | +416.8% | -246.3% | +103.4% |
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