+69.7%
SHEL vs AA
+89.1%
-19.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.1% |
| 7D | +1.9% | +1.7% | +0.3% | +1.7% |
| 30D | +8.7% | +3.3% | +5.3% | +8.0% |
| 3M | +11.0% | -29.4% | +40.4% | +16.3% |
| 6M | +14.6% | -12.8% | +27.4% | +15.6% |
| YTD | +33.3% | -2.1% | +35.4% | +31.7% |
| 1Y | +37.9% | +62.8% | -24.9% | +24.9% |
| 3Y | +69.7% | +90.5% | -20.7% | +45.6% |
| All | +69.7% | +89.1% | -19.4% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling