+210.0%
SHEL vs AA
+122.9%
+87.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | -3.4% | +7.5% | +5.0% |
| 30D | +8.4% | -5.8% | +14.2% | +9.9% |
| 3M | +13.7% | -29.9% | +43.6% | +24.0% |
| 6M | +12.7% | -27.0% | +39.7% | +19.9% |
| YTD | +35.3% | -8.7% | +44.0% | +34.1% |
| 1Y | +39.4% | +50.6% | -11.3% | +18.2% |
| 3Y | +71.5% | +74.1% | -2.6% | +28.9% |
| 5Y | +195.0% | +2.6% | +192.4% | +134.7% |
| All | +210.0% | +122.9% | +87.1% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling