+35.2%
SLB vs ALC
+32.2%
+3.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.8% |
| 7D | -3.7% | +2.1% | -5.7% | -4.7% |
| 30D | +2.9% | +17.2% | -14.3% | -4.2% |
| 3M | +0.2% | +4.6% | -4.4% | -2.2% |
| 6M | -4.4% | +20.1% | -24.5% | -12.7% |
| YTD | +33.4% | -4.2% | +37.6% | +33.9% |
| 1Y | +40.8% | +2.1% | +38.7% | +37.0% |
| 3Y | +3.2% | +4.5% | -1.3% | -3.9% |
| 5Y | +64.8% | -12.3% | +77.2% | +65.1% |
| All | +35.2% | +32.2% | +3.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling