+2,460.3%
SHEL vs AA
+295.2%
+2,165.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +6.8% | +5.0% | +1.9% | +4.9% |
| 3M | +8.1% | -35.8% | +43.9% | +21.5% |
| 6M | +14.4% | -18.4% | +32.8% | +18.2% |
| YTD | +30.0% | -5.5% | +35.4% | +27.6% |
| 1Y | +33.3% | +61.0% | -27.6% | +9.8% |
| 3Y | +66.4% | +66.2% | +0.2% | +25.4% |
| 5Y | +178.6% | +11.4% | +167.2% | +115.3% |
| 10Y | +198.4% | +116.9% | +81.5% | +55.3% |
| All | +2,460.3% | +295.2% | +2,165.1% | +1,063.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling