+958.5%
SLB vs AIG
-21.5%
+980.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.8% | -0.9% | +1.8% | +1.1% |
| 30D | +15.8% | -4.9% | +20.7% | +17.2% |
| 3M | -0.3% | +4.5% | -4.8% | -1.6% |
| 6M | +21.3% | -1.4% | +22.8% | +21.4% |
| YTD | +52.3% | -9.8% | +62.1% | +55.5% |
| 1Y | +63.6% | -4.5% | +68.1% | +64.4% |
| 3Y | +3.8% | +37.4% | -33.7% | -4.7% |
| 5Y | +128.6% | +55.0% | +73.7% | +104.5% |
| 10Y | -3.1% | +63.7% | -66.7% | -14.8% |
| All | +958.5% | -21.5% | +980.0% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling