+192.3%
SHEL vs AA
+15.6%
+176.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.6% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +7.2% | -1.6% | +8.8% | +7.3% |
| 3M | +12.9% | -29.8% | +42.7% | +19.7% |
| 6M | +13.7% | -16.6% | +30.3% | +15.8% |
| YTD | +33.7% | -4.0% | +37.7% | +32.0% |
| 1Y | +37.9% | +63.5% | -25.6% | +21.6% |
| 3Y | +70.2% | +86.8% | -16.5% | +38.9% |
| 5Y | +192.3% | +12.4% | +180.0% | +155.6% |
| All | +192.3% | +15.6% | +176.7% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling