-68.6%
AAL vs SHEL
+223.0%
-291.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | -0.1% | +0.8% | -0.9% | -0.5% |
| 30D | +11.7% | -3.6% | +15.3% | +13.3% |
| 3M | -12.5% | +12.0% | -24.6% | -18.6% |
| 6M | +3.6% | +19.7% | -16.1% | -8.3% |
| YTD | -14.1% | +39.6% | -53.7% | -32.0% |
| 1Y | +0.8% | +36.4% | -35.7% | -19.2% |
| 3Y | +11.8% | +70.2% | -58.4% | -23.0% |
| 5Y | -35.1% | +169.2% | -204.3% | -68.7% |
| All | -68.6% | +223.0% | -291.6% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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