+64.2%
AIG vs EQNR
+416.8%
-352.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.2% | +6.4% | -7.6% | -3.7% |
| 30D | -1.1% | +10.4% | -11.4% | -5.2% |
| 3M | +0.7% | +23.1% | -22.4% | -8.8% |
| 6M | -2.2% | +36.3% | -38.5% | -17.1% |
| YTD | -10.8% | +96.0% | -106.8% | -36.5% |
| 1Y | -2.0% | +94.2% | -96.2% | -30.2% |
| 3Y | +34.8% | +75.3% | -40.4% | -3.4% |
| 5Y | +55.0% | +187.2% | -132.2% | -23.7% |
| All | +64.2% | +416.8% | -352.6% | -45.4% |
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