-5.9%
SLB vs AEE
+191.3%
-197.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -2.4% | -0.7% | -1.8% | -2.3% |
| 30D | +4.9% | -2.0% | +6.9% | +5.4% |
| 3M | +1.4% | -2.8% | +4.3% | +2.1% |
| 6M | +17.6% | -3.6% | +21.2% | +18.5% |
| YTD | +48.3% | +7.3% | +41.0% | +44.8% |
| 1Y | +58.7% | +8.7% | +50.0% | +54.1% |
| 3Y | +0.6% | +46.0% | -45.5% | -11.0% |
| 5Y | +133.6% | +39.8% | +93.8% | +107.9% |
| All | -5.9% | +191.3% | -197.2% | -19.4% |
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