+210.0%
SHEL vs AEIS
+562.2%
-352.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -0.2% |
| 7D | +4.1% | +2.3% | +1.8% | +3.6% |
| 30D | +8.4% | -14.8% | +23.2% | +11.7% |
| 3M | +13.7% | -15.6% | +29.3% | +15.5% |
| 6M | +12.7% | -8.7% | +21.4% | +10.5% |
| YTD | +35.3% | +37.3% | -2.0% | +18.7% |
| 1Y | +39.4% | +80.3% | -41.0% | +12.7% |
| 3Y | +71.5% | +177.9% | -106.5% | +18.0% |
| 5Y | +195.0% | +235.8% | -40.8% | +83.8% |
| All | +210.0% | +562.2% | -352.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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