-17.3%
SLB vs AEE
+211.4%
-228.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +3.0% | -7.3% | -5.1% |
| 30D | +1.9% | +11.2% | -9.3% | -1.1% |
| 3M | -5.7% | +7.0% | -12.7% | -7.6% |
| 6M | -5.3% | +5.7% | -11.1% | -7.1% |
| YTD | +32.2% | +16.2% | +15.9% | +26.1% |
| 1Y | +38.5% | +12.0% | +26.4% | +33.5% |
| 3Y | +1.1% | +63.4% | -62.2% | -13.4% |
| 5Y | +70.3% | +56.0% | +14.2% | +46.7% |
| 10Y | -17.3% | +217.4% | -234.7% | -25.7% |
| All | -17.3% | +211.4% | -228.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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