-7.2%
AON vs EQNR
+72.8%
-80.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -6.3% | +6.4% | -12.8% | -6.3% |
| 30D | -14.1% | +10.4% | -24.5% | -14.2% |
| 3M | -9.5% | +23.1% | -32.6% | -9.9% |
| 6M | -4.0% | +36.3% | -40.3% | -4.6% |
| YTD | -13.8% | +96.0% | -109.8% | -14.7% |
| 1Y | -18.3% | +94.2% | -112.5% | -19.1% |
| 3Y | -7.2% | +75.3% | -82.4% | -8.2% |
| All | -7.2% | +72.8% | -80.0% | -8.2% |
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