+2.1%
SLB vs AIG
+37.6%
-35.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | -0.9% | +1.8% | +1.2% |
| 30D | +15.8% | -4.9% | +20.7% | +18.1% |
| 3M | -0.3% | +4.5% | -4.8% | -2.7% |
| 6M | +21.3% | -1.4% | +22.8% | +21.4% |
| YTD | +52.3% | -9.8% | +62.1% | +58.2% |
| 1Y | +63.6% | -4.5% | +68.1% | +64.7% |
| All | +2.1% | +37.6% | -35.5% | -9.9% |
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