+3.2%
SLB vs ALLE
+42.6%
-39.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +15.8% | -6.8% | +22.6% | +18.6% |
| 3M | -0.3% | +21.0% | -21.4% | -8.3% |
| 6M | +21.3% | +1.1% | +20.2% | +20.5% |
| YTD | +52.3% | -0.5% | +52.8% | +51.8% |
| 1Y | +63.6% | -7.3% | +70.9% | +67.7% |
| All | +3.2% | +42.6% | -39.4% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling