+220.3%
SHEL vs AA
+42.1%
+178.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -3.6% | -0.6% | -3.0% | -3.8% |
| 3M | +12.0% | -19.7% | +31.7% | +18.0% |
| 6M | +19.7% | -41.6% | +61.3% | +35.5% |
| YTD | +39.6% | -24.6% | +64.3% | +45.0% |
| 1Y | +36.4% | +4.9% | +31.6% | +28.5% |
| 3Y | +70.2% | +66.8% | +3.4% | +28.7% |
| 5Y | +169.2% | -19.4% | +188.7% | +131.5% |
| All | +220.3% | +42.1% | +178.2% | +56.8% |
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