+63.6%
SLB vs AEM
+40.5%
+23.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +0.8% | -0.5% | +1.4% | +0.9% |
| 30D | +15.8% | +24.0% | -8.2% | +12.2% |
| 3M | -0.3% | +16.1% | -16.4% | -2.5% |
| 6M | +21.3% | -11.6% | +33.0% | +23.3% |
| YTD | +52.3% | +21.5% | +30.8% | +48.8% |
| 1Y | +63.6% | +39.2% | +24.4% | +57.9% |
| All | +63.6% | +40.5% | +23.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling