+26.8%
BA vs SHEL
+207.9%
-181.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -1.4% | -3.9% | +2.5% | +1.1% |
| 30D | -7.9% | -3.7% | -4.2% | -5.9% |
| 3M | -25.2% | +9.1% | -34.2% | -29.5% |
| 6M | -26.7% | +16.7% | -43.4% | -34.7% |
| YTD | -19.6% | +36.8% | -56.4% | -36.6% |
| 1Y | -10.6% | +31.8% | -42.4% | -27.8% |
| 3Y | -11.2% | +67.9% | -79.1% | -40.4% |
| 5Y | -20.4% | +163.3% | -183.8% | -63.8% |
| 10Y | +26.8% | +210.7% | -183.9% | -43.5% |
| All | +26.8% | +207.9% | -181.2% | -43.5% |
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 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