+151.4%
ACN vs SLB
-14.8%
+166.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.3% |
| 7D | -4.0% | -1.2% | -2.9% | -3.8% |
| 30D | +19.0% | +4.5% | +14.5% | +17.6% |
| 3M | +42.2% | -4.6% | +46.8% | +42.8% |
| 6M | +50.1% | -6.3% | +56.4% | +51.0% |
| YTD | -2.7% | +35.0% | -37.7% | -10.4% |
| 1Y | +7.6% | +38.8% | -31.2% | -1.6% |
| 3Y | -15.9% | +3.3% | -19.2% | -19.3% |
| 5Y | -24.4% | +73.6% | -98.0% | -38.7% |
| 10Y | +151.4% | -14.2% | +165.6% | +104.9% |
| All | +151.4% | -14.8% | +166.2% | +104.9% |
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