+72.3%
BA vs SHEL
+197.6%
-125.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -2.3% |
| 7D | +2.5% | +1.9% | +0.5% | +1.2% |
| 30D | -10.1% | +8.7% | -18.8% | -14.8% |
| 3M | -2.4% | +11.0% | -13.4% | -9.6% |
| 6M | -8.8% | +14.6% | -23.4% | -18.1% |
| YTD | -2.9% | +33.3% | -36.2% | -21.8% |
| 1Y | -8.8% | +37.9% | -46.6% | -28.3% |
| 3Y | -0.3% | +69.7% | -70.0% | -33.5% |
| 5Y | -0.3% | +190.2% | -190.5% | -58.0% |
| 10Y | +72.3% | +197.0% | -124.7% | -25.0% |
| All | +72.3% | +197.6% | -125.3% | -25.0% |
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