+26.6%
BA vs SHEL
+195.4%
-168.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.6% |
| 7D | 0.0% | -6.7% | +6.7% | +4.3% |
| 30D | -8.9% | -2.9% | -6.0% | -7.4% |
| 3M | -25.5% | +9.1% | -34.6% | -29.9% |
| 6M | -27.0% | +17.9% | -44.9% | -35.4% |
| YTD | -20.1% | +36.0% | -56.2% | -36.8% |
| 1Y | -11.0% | +31.8% | -42.8% | -28.1% |
| 3Y | -11.8% | +66.9% | -78.7% | -40.5% |
| 5Y | -20.6% | +160.6% | -181.2% | -63.5% |
| 10Y | +26.6% | +197.5% | -170.9% | -43.4% |
| All | +26.6% | +195.4% | -168.8% | -43.4% |
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