+818.4%
SLB vs AON
+5,356.5%
-4,538.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.3% | +1.9% | -6.1% | -4.9% |
| 30D | +1.9% | +23.3% | -21.4% | -4.6% |
| 3M | -5.7% | -5.5% | -0.2% | -4.8% |
| 6M | -5.3% | +8.0% | -13.4% | -8.7% |
| YTD | +32.2% | -4.0% | +36.1% | +31.0% |
| 1Y | +38.5% | -1.7% | +40.2% | +36.3% |
| 3Y | +1.1% | +2.9% | -1.8% | -3.2% |
| 5Y | +70.3% | +17.2% | +53.0% | +54.0% |
| 10Y | -17.3% | +225.8% | -243.1% | -44.3% |
| All | +818.4% | +5,356.5% | -4,538.1% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 all: compounded portfolio wealth divided by compounded AON 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…
all analysis · Full analysis span regression · 6 months rolling