+139.2%
SLB vs AEM
+297.7%
-158.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +0.4% | +4.3% | -3.9% | -0.3% |
| 30D | +13.6% | +13.1% | +0.5% | +10.9% |
| 3M | +1.5% | +24.8% | -23.3% | -3.0% |
| 6M | +23.0% | -8.2% | +31.3% | +23.9% |
| YTD | +51.2% | +19.8% | +31.4% | +44.5% |
| 1Y | +63.5% | +32.1% | +31.4% | +52.5% |
| 3Y | +2.5% | +348.2% | -345.7% | -29.6% |
| 5Y | +139.2% | +297.5% | -158.3% | +67.5% |
| All | +139.2% | +297.7% | -158.5% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling