-14.2%
SLB vs AEM
+380.6%
-394.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | +4.5% | -1.2% | +5.7% | +4.4% |
| 3M | -4.6% | +2.5% | -7.1% | -5.4% |
| 6M | -6.3% | -5.1% | -1.2% | -6.3% |
| YTD | +35.0% | +10.4% | +24.6% | +31.4% |
| 1Y | +38.8% | +11.8% | +27.0% | +34.7% |
| 3Y | +3.3% | +315.6% | -312.4% | -18.9% |
| 5Y | +73.6% | +266.3% | -192.6% | +37.0% |
| 10Y | -14.2% | +427.4% | -441.6% | -37.9% |
| All | -14.2% | +380.6% | -394.8% | -37.9% |
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