+62.5%
SLB vs ACI
-43.3%
+105.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | -7.1% | -2.2% | -4.9% | -6.9% |
| 30D | +4.1% | +10.3% | -6.2% | +2.7% |
| 3M | -2.6% | +7.2% | -9.8% | -3.7% |
| 6M | -8.6% | -18.0% | +9.5% | -6.5% |
| YTD | +32.2% | -22.0% | +54.2% | +35.8% |
| 1Y | +40.7% | -23.4% | +64.0% | +44.8% |
| 3Y | -4.5% | -35.8% | +31.3% | +0.6% |
| All | +62.5% | -43.3% | +105.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling