+73.6%
SLB vs ACI
-41.9%
+115.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +4.4% | +4.9% | -0.5% | +3.7% |
| 3M | -2.7% | +11.1% | -13.8% | -4.2% |
| 6M | -7.5% | -14.9% | +7.4% | -5.9% |
| YTD | +34.8% | -19.6% | +54.4% | +38.0% |
| 1Y | +44.6% | -22.7% | +67.3% | +48.9% |
| 3Y | +3.2% | -31.2% | +34.4% | +7.8% |
| 5Y | +73.6% | -42.3% | +115.9% | +80.6% |
| All | +73.6% | -41.9% | +115.4% | +80.6% |
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