+66.8%
SHEL vs AA
+73.1%
-6.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.2% |
| 7D | -3.9% | +1.1% | -5.1% | -4.1% |
| 30D | -3.7% | -1.3% | -2.4% | -3.6% |
| 3M | +9.1% | -23.9% | +33.0% | +13.1% |
| 6M | +16.7% | -36.8% | +53.5% | +23.6% |
| YTD | +36.8% | -22.2% | +59.0% | +39.3% |
| 1Y | +31.8% | +10.4% | +21.5% | +26.7% |
| All | +66.8% | +73.1% | -6.3% | +43.7% |
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