+1,114.6%
SHEL vs AEIS
+1,985.6%
-871.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.8% |
| 7D | +0.8% | +11.5% | -10.7% | -0.6% |
| 30D | -3.6% | -15.8% | +12.2% | -2.2% |
| 3M | +12.0% | -33.3% | +45.4% | +16.5% |
| 6M | +19.7% | -35.2% | +54.9% | +23.4% |
| YTD | +39.6% | +5.0% | +34.6% | +34.3% |
| 1Y | +36.4% | +8.5% | +28.0% | +30.5% |
| 3Y | +70.2% | +152.9% | -82.7% | +43.4% |
| 5Y | +169.2% | +144.6% | +24.6% | +124.4% |
| 10Y | +217.1% | +337.1% | -120.0% | +139.4% |
| All | +1,114.6% | +1,985.6% | -871.0% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling