+33.3%
SHEL vs AA
+63.2%
-29.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +6.8% | +5.0% | +1.9% | +6.3% |
| 3M | +8.1% | -35.8% | +43.9% | +13.0% |
| 6M | +14.4% | -18.4% | +32.8% | +16.3% |
| YTD | +30.0% | -5.5% | +35.4% | +30.5% |
| 1Y | +33.3% | +61.0% | -27.6% | +32.4% |
| All | +33.3% | +63.2% | -29.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling