+231.0%
SLB vs ACI
+31.1%
+199.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -3.7% | -5.9% | +2.2% | -3.1% |
| 30D | +2.9% | +7.2% | -4.3% | +2.2% |
| 3M | +0.2% | +8.8% | -8.6% | -0.8% |
| 6M | -4.4% | -17.2% | +12.7% | -3.0% |
| YTD | +33.4% | -21.3% | +54.7% | +35.9% |
| 1Y | +40.8% | -23.7% | +64.5% | +43.9% |
| 3Y | +3.2% | -32.8% | +36.0% | +6.6% |
| 5Y | +64.8% | -41.4% | +106.2% | +69.7% |
| All | +231.0% | +31.1% | +199.9% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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