+3.2%
SLB vs AIG
+35.3%
-32.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.1% |
| 7D | -3.7% | -3.4% | -0.3% | -2.6% |
| 30D | +2.9% | +3.4% | -0.4% | +1.4% |
| 3M | +0.2% | +1.7% | -1.5% | -0.8% |
| 6M | -4.4% | +5.7% | -10.1% | -7.1% |
| YTD | +33.4% | -5.1% | +38.5% | +35.6% |
| 1Y | +40.8% | +6.1% | +34.7% | +35.5% |
| 3Y | +3.2% | +35.5% | -32.3% | -9.0% |
| All | +3.2% | +35.3% | -32.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling