+34.8%
AIG vs EQNR
+72.8%
-38.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.2% | +6.4% | -7.6% | -1.8% |
| 30D | -1.1% | +10.4% | -11.4% | -2.1% |
| 3M | +0.7% | +23.1% | -22.4% | -2.0% |
| 6M | -2.2% | +36.3% | -38.5% | -7.2% |
| YTD | -10.8% | +96.0% | -106.8% | -21.0% |
| 1Y | -2.0% | +94.2% | -96.2% | -13.1% |
| 3Y | +34.8% | +75.3% | -40.4% | +20.3% |
| All | +34.8% | +72.8% | -38.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling