-14.2%
SLB vs ALLE
+212.2%
-226.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | -1.2% | -0.8% | -0.3% | -0.7% |
| 30D | +4.5% | +27.4% | -22.9% | -9.1% |
| 3M | -4.6% | +13.8% | -18.4% | -11.8% |
| 6M | -6.3% | +45.5% | -51.7% | -25.5% |
| YTD | +35.0% | +21.4% | +13.6% | +18.1% |
| 1Y | +38.8% | +15.4% | +23.4% | +25.0% |
| 3Y | +3.3% | +91.7% | -88.4% | -33.2% |
| 5Y | +73.6% | +54.5% | +19.1% | +23.8% |
| 10Y | -14.2% | +210.5% | -224.8% | -55.0% |
| All | -14.2% | +212.2% | -226.4% | -55.0% |
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