+515.1%
SLB vs AEIS
+2,098.8%
-1,583.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.3% | +1.3% |
| 7D | -1.2% | +9.5% | -10.6% | -2.9% |
| 30D | +4.5% | -17.5% | +22.0% | +7.3% |
| 3M | -4.6% | -29.3% | +24.7% | +0.2% |
| 6M | -6.3% | -34.7% | +28.5% | -1.6% |
| YTD | +35.0% | +10.7% | +24.2% | +28.0% |
| 1Y | +38.8% | +7.4% | +31.4% | +32.2% |
| 3Y | +3.3% | +161.1% | -157.8% | -17.5% |
| 5Y | +73.6% | +150.7% | -77.1% | +37.4% |
| 10Y | -14.2% | +360.8% | -375.1% | -40.1% |
| All | +515.1% | +2,098.8% | -1,583.7% | +182.2% |
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