+28.1%
BA vs SHEL
+209.5%
-181.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.7% | -5.8% | +4.1% | +1.9% |
| 30D | -9.5% | -1.3% | -8.2% | -8.9% |
| 3M | -26.5% | +12.7% | -39.2% | -32.2% |
| 6M | -27.4% | +19.9% | -47.2% | -36.4% |
| YTD | -20.6% | +38.3% | -58.9% | -37.8% |
| 1Y | -11.4% | +35.7% | -47.1% | -29.8% |
| 3Y | -10.8% | +71.7% | -82.5% | -40.9% |
| 5Y | -21.9% | +158.4% | -180.4% | -63.8% |
| 10Y | +28.1% | +204.1% | -175.9% | -43.3% |
| All | +28.1% | +209.5% | -181.3% | -43.3% |
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