-17.3%
SLB vs ALLE
+217.2%
-234.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.9% | +25.9% | -24.0% | -10.7% |
| 3M | -5.7% | +14.9% | -20.6% | -13.3% |
| 6M | -5.3% | +42.1% | -47.5% | -23.8% |
| YTD | +32.2% | +20.4% | +11.8% | +16.1% |
| 1Y | +38.5% | +14.9% | +23.6% | +25.0% |
| 3Y | +1.1% | +90.1% | -89.0% | -34.3% |
| 5Y | +70.3% | +53.0% | +17.3% | +22.1% |
| 10Y | -17.3% | +208.8% | -226.1% | -56.6% |
| All | -17.3% | +217.2% | -234.5% | -56.6% |
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