+130.8%
SLB vs AEIS
+219.5%
-88.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | +0.8% | +3.0% | -2.1% | +0.1% |
| 30D | +15.8% | -14.6% | +30.5% | +19.8% |
| 3M | -0.3% | -12.4% | +12.1% | +0.5% |
| 6M | +21.3% | -15.0% | +36.3% | +21.6% |
| YTD | +52.3% | +34.3% | +18.0% | +33.0% |
| 1Y | +63.6% | +87.4% | -23.8% | +27.6% |
| 3Y | +3.8% | +139.8% | -136.0% | -28.1% |
| All | +130.8% | +219.5% | -88.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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