+594.1%
SLB vs AEIS
+2,566.8%
-1,972.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +0.8% | +3.0% | -2.1% | +0.3% |
| 30D | +15.8% | -14.6% | +30.5% | +18.7% |
| 3M | -0.3% | -12.4% | +12.1% | +0.5% |
| 6M | +21.3% | -15.0% | +36.3% | +22.1% |
| YTD | +52.3% | +34.3% | +18.0% | +41.0% |
| 1Y | +63.6% | +87.4% | -23.8% | +42.0% |
| 3Y | +3.8% | +139.8% | -136.0% | -15.3% |
| 5Y | +128.6% | +220.7% | -92.1% | +75.0% |
| 10Y | -3.1% | +531.6% | -534.7% | -35.1% |
| All | +594.1% | +2,566.8% | -1,972.7% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling