+818.8%
SLB vs AEM
+3,304.9%
-2,486.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.4% |
| 7D | -7.1% | +15.8% | -22.9% | -8.9% |
| 30D | +4.1% | +6.2% | -2.1% | +3.1% |
| 3M | -2.6% | +14.3% | -17.0% | -4.7% |
| 6M | -8.6% | +1.4% | -10.0% | -9.4% |
| YTD | +32.2% | +13.7% | +18.5% | +28.5% |
| 1Y | +40.7% | +21.3% | +19.3% | +35.4% |
| 3Y | -4.5% | +309.9% | -314.4% | -22.5% |
| 5Y | +66.4% | +301.0% | -234.6% | +34.0% |
| 10Y | -15.1% | +344.0% | -359.1% | -35.1% |
| All | +818.8% | +3,304.9% | -2,486.1% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling