-2.6%
SLB vs AEM
+349.9%
-352.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | +3.0% | -4.9% | -2.3% |
| 30D | +7.8% | +12.5% | -4.7% | +5.8% |
| 3M | +2.7% | +26.9% | -24.3% | -1.2% |
| 6M | +22.2% | -9.4% | +31.6% | +22.9% |
| YTD | +51.1% | +20.3% | +30.8% | +45.8% |
| 1Y | +63.3% | +33.8% | +29.6% | +54.8% |
| 3Y | +2.4% | +349.8% | -347.4% | -20.1% |
| 5Y | +139.3% | +301.0% | -161.7% | +87.5% |
| 10Y | -2.6% | +376.1% | -378.7% | -28.9% |
| All | -2.6% | +349.9% | -352.5% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling