+818.4%
SLB vs AIG
-14.7%
+833.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -1.8% |
| 7D | -4.3% | +2.2% | -6.5% | -4.8% |
| 30D | +1.9% | +6.9% | -4.9% | +0.2% |
| 3M | -5.7% | +6.8% | -12.5% | -7.4% |
| 6M | -5.3% | +9.2% | -14.6% | -7.8% |
| YTD | +32.2% | -1.9% | +34.1% | +31.9% |
| 1Y | +38.5% | +9.7% | +28.8% | +34.5% |
| 3Y | +1.1% | +37.9% | -36.8% | -7.3% |
| 5Y | +70.3% | +56.8% | +13.5% | +51.3% |
| 10Y | -17.3% | +67.6% | -84.9% | -28.1% |
| All | +818.4% | -14.7% | +833.1% | +454.3% |
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