+192.5%
SHEL vs AEE
+38.5%
+154.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | +7.0% | -2.0% | +8.9% | +7.4% |
| 3M | +12.5% | -2.8% | +15.3% | +13.0% |
| 6M | +14.8% | -3.6% | +18.3% | +15.4% |
| YTD | +34.2% | +7.3% | +26.9% | +31.3% |
| 1Y | +37.0% | +8.7% | +28.3% | +33.5% |
| 3Y | +70.9% | +46.0% | +24.9% | +53.4% |
| 5Y | +192.5% | +39.8% | +152.8% | +163.1% |
| All | +192.5% | +38.5% | +154.0% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling