+210.0%
SHEL vs AEE
+191.1%
+18.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | +8.4% | -2.9% | +11.3% | +9.4% |
| 3M | +13.7% | -2.4% | +16.1% | +14.3% |
| 6M | +12.7% | -2.7% | +15.4% | +13.2% |
| YTD | +35.3% | +7.3% | +28.0% | +31.6% |
| 1Y | +39.4% | +7.5% | +31.8% | +35.3% |
| 3Y | +71.5% | +46.2% | +25.3% | +48.6% |
| 5Y | +195.0% | +39.7% | +155.3% | +157.2% |
| All | +210.0% | +191.1% | +18.9% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling