-27.8%
AAL vs SHEL
+300.6%
-328.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | -3.7% | +2.2% | -6.0% | -5.0% |
| 30D | -20.8% | +6.8% | -27.7% | -24.0% |
| 3M | -1.3% | +8.1% | -9.4% | -6.9% |
| 6M | +5.4% | +14.4% | -9.0% | -5.1% |
| YTD | -14.4% | +30.0% | -44.3% | -29.3% |
| 1Y | +2.1% | +33.3% | -31.2% | -17.4% |
| 3Y | -10.6% | +66.4% | -77.0% | -38.1% |
| 5Y | -32.2% | +178.6% | -210.8% | -67.8% |
| 10Y | -62.7% | +198.4% | -261.1% | -84.0% |
| All | -27.8% | +300.6% | -328.5% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling