+529.5%
SHEL vs AEE
+822.6%
-293.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.3% |
| 30D | +8.7% | -1.2% | +9.9% | +9.2% |
| 3M | +11.0% | +1.0% | +9.9% | +10.1% |
| 6M | +14.6% | -2.3% | +16.8% | +15.1% |
| YTD | +33.3% | +9.1% | +24.1% | +26.8% |
| 1Y | +37.9% | +10.6% | +27.3% | +30.1% |
| 3Y | +69.7% | +48.5% | +21.3% | +35.9% |
| 5Y | +190.2% | +39.9% | +150.3% | +134.9% |
| 10Y | +197.0% | +185.7% | +11.3% | +54.9% |
| All | +529.5% | +822.6% | -293.2% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling