+277.9%
SLB vs ACI
+25.9%
+252.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +15.8% | +5.9% | +9.9% | +15.1% |
| 3M | -0.3% | -19.8% | +19.4% | +1.6% |
| 6M | +21.3% | -24.7% | +46.1% | +24.4% |
| YTD | +52.3% | -24.4% | +76.7% | +56.0% |
| 1Y | +63.6% | -31.5% | +95.1% | +69.1% |
| 3Y | +3.8% | -38.7% | +42.4% | +8.2% |
| 5Y | +128.6% | -42.8% | +171.4% | +136.0% |
| All | +277.9% | +25.9% | +252.0% | +313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling