+177.3%
SLB vs AEE
+813.9%
-636.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +15.8% | -2.3% | +18.1% | +17.0% |
| 3M | -0.3% | +0.2% | -0.6% | -0.9% |
| 6M | +21.3% | -4.7% | +26.1% | +23.5% |
| YTD | +52.3% | +8.1% | +44.2% | +45.5% |
| 1Y | +63.6% | +8.5% | +55.1% | +55.6% |
| 3Y | +3.8% | +48.9% | -45.1% | -17.5% |
| 5Y | +128.6% | +39.9% | +88.7% | +83.8% |
| 10Y | -3.1% | +186.5% | -189.6% | -51.3% |
| All | +177.3% | +813.9% | -636.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling