-13.1%
SLB vs AEM
+412.5%
-425.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | -6.8% | +10.4% | +4.5% |
| 30D | +6.5% | +0.8% | +5.7% | +6.1% |
| 3M | -0.2% | -0.8% | +0.6% | -0.6% |
| 6M | -5.7% | -8.5% | +2.8% | -5.3% |
| YTD | +36.8% | +5.9% | +30.9% | +34.0% |
| 1Y | +45.8% | +6.6% | +39.2% | +42.4% |
| 3Y | +3.4% | +302.2% | -298.8% | -18.5% |
| 5Y | +76.1% | +250.8% | -174.6% | +39.7% |
| All | -13.1% | +412.5% | -425.6% | -36.8% |
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