-26.5%
ACN vs SLB
+75.0%
-101.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.7% | +2.6% | -8.3% | -6.1% |
| 30D | +17.0% | +4.4% | +12.7% | +16.1% |
| 3M | +39.9% | -2.7% | +42.6% | +39.9% |
| 6M | +50.2% | -7.5% | +57.7% | +51.0% |
| YTD | -4.2% | +34.8% | -39.0% | -9.6% |
| 1Y | +4.3% | +44.6% | -40.3% | -2.7% |
| 3Y | -17.1% | +3.2% | -20.3% | -20.1% |
| 5Y | -26.5% | +73.6% | -100.0% | -34.1% |
| All | -26.5% | +75.0% | -101.5% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling