+2,650.9%
SHEL vs AA
+215.1%
+2,435.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -3.6% | -0.6% | -3.0% | -3.8% |
| 3M | +12.0% | -19.7% | +31.7% | +18.5% |
| 6M | +19.7% | -41.6% | +61.3% | +36.8% |
| YTD | +39.6% | -24.6% | +64.3% | +45.6% |
| 1Y | +36.4% | +4.9% | +31.6% | +28.3% |
| 3Y | +70.2% | +66.8% | +3.4% | +28.0% |
| 5Y | +169.2% | -19.4% | +188.7% | +131.4% |
| 10Y | +217.1% | +43.1% | +174.0% | +87.0% |
| All | +2,650.9% | +215.1% | +2,435.8% | +1,228.3% |
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