+23.4%
BA vs SHEL
+218.8%
-195.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -0.6% | -1.6% | +1.0% | +0.4% |
| 30D | -8.0% | -4.3% | -3.7% | -5.6% |
| 3M | -25.8% | +10.4% | -36.2% | -30.7% |
| 6M | -27.6% | +17.5% | -45.1% | -35.8% |
| YTD | -21.0% | +37.8% | -58.8% | -38.0% |
| 1Y | -12.3% | +33.8% | -46.0% | -29.8% |
| 3Y | -12.8% | +69.1% | -81.9% | -41.7% |
| 5Y | -22.4% | +165.7% | -188.1% | -64.9% |
| All | +23.4% | +218.8% | -195.4% | -45.3% |
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