+152.3%
ACN vs SLB
-12.7%
+165.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -3.8% | +3.5% | -7.3% | -4.6% |
| 30D | +16.5% | +6.5% | +10.0% | +14.7% |
| 3M | +41.5% | -0.2% | +41.7% | +40.7% |
| 6M | +60.1% | -5.7% | +65.8% | +60.8% |
| YTD | -3.9% | +36.8% | -40.8% | -11.8% |
| 1Y | +4.1% | +45.8% | -41.7% | -5.8% |
| 3Y | -15.9% | +3.4% | -19.2% | -19.3% |
| 5Y | -26.3% | +76.1% | -102.5% | -40.5% |
| All | +152.3% | -12.7% | +165.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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