-17.1%
SLB vs ALLE
+222.4%
-239.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -7.1% | -0.6% | -6.5% | -6.9% |
| 30D | +4.1% | +25.3% | -21.3% | -8.6% |
| 3M | -2.6% | +10.3% | -12.9% | -8.5% |
| 6M | -8.6% | +38.0% | -46.6% | -25.2% |
| YTD | +32.2% | +17.8% | +14.4% | +17.6% |
| 1Y | +40.7% | +13.6% | +27.0% | +27.7% |
| 3Y | -4.5% | +89.2% | -93.7% | -37.8% |
| 5Y | +66.4% | +51.1% | +15.3% | +20.0% |
| All | -17.1% | +222.4% | -239.6% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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