-35.9%
AAL vs SHEL
+192.5%
-228.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.3% | +3.0% | -4.3% | -2.0% |
| 30D | -13.7% | +7.2% | -20.9% | -15.2% |
| 3M | -8.2% | +12.9% | -21.0% | -11.1% |
| 6M | +13.1% | +13.7% | -0.6% | +8.5% |
| YTD | -15.6% | +33.7% | -49.3% | -23.9% |
| 1Y | +1.4% | +37.9% | -36.5% | -9.8% |
| 3Y | -7.4% | +70.2% | -77.7% | -24.8% |
| 5Y | -35.9% | +192.3% | -228.3% | -58.4% |
| All | -35.9% | +192.5% | -228.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling