-7.7%
AAL vs SHEL
+70.3%
-77.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.7% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -19.0% | +8.7% | -27.7% | -19.2% |
| 3M | -5.1% | +11.0% | -16.0% | -5.2% |
| 6M | +15.5% | +14.6% | +0.9% | +13.7% |
| YTD | -15.8% | +33.3% | -49.1% | -21.1% |
| 1Y | -0.3% | +37.9% | -38.2% | -8.0% |
| 3Y | -7.7% | +69.7% | -77.4% | -19.5% |
| All | -7.7% | +70.3% | -77.9% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling