-22.5%
ACN vs SLB
+65.5%
-88.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +0.9% | -7.1% | +8.0% | +1.9% |
| 30D | +33.5% | +4.1% | +29.5% | +32.5% |
| 3M | +53.5% | -2.6% | +56.1% | +53.4% |
| 6M | +52.2% | -8.6% | +60.8% | +53.2% |
| YTD | -0.1% | +32.2% | -32.3% | -5.5% |
| 1Y | +11.0% | +40.7% | -29.6% | +4.0% |
| 3Y | -11.8% | -4.5% | -7.3% | -14.1% |
| All | -22.5% | +65.5% | -88.0% | -29.6% |
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