+139.2%
SLB vs AIG
+53.5%
+85.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | +0.4% | -1.6% | +2.0% | +1.3% |
| 30D | +13.6% | -5.2% | +18.8% | +16.8% |
| 3M | +1.5% | +1.5% | 0.0% | +0.2% |
| 6M | +23.0% | -3.9% | +27.0% | +24.7% |
| YTD | +51.2% | -11.6% | +62.8% | +60.1% |
| 1Y | +63.5% | -2.9% | +66.4% | +62.7% |
| 3Y | +2.5% | +33.7% | -31.2% | -17.7% |
| 5Y | +139.2% | +52.7% | +86.5% | +68.5% |
| All | +139.2% | +53.5% | +85.7% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling