+192.5%
SHEL vs AEIS
+219.6%
-27.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.8% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +7.0% | -16.4% | +23.4% | +8.7% |
| 3M | +12.5% | -11.1% | +23.6% | +12.5% |
| 6M | +14.8% | -12.0% | +26.8% | +13.9% |
| YTD | +34.2% | +30.9% | +3.3% | +24.8% |
| 1Y | +37.0% | +74.3% | -37.3% | +21.0% |
| 3Y | +70.9% | +165.2% | -94.3% | +36.7% |
| 5Y | +192.5% | +220.0% | -27.5% | +122.9% |
| All | +192.5% | +219.6% | -27.0% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling