+1,059.3%
SHEL vs AEIS
+2,641.0%
-1,581.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +2.2% |
| 7D | +1.9% | +8.1% | -6.2% | +1.0% |
| 30D | +8.7% | -11.1% | +19.8% | +10.0% |
| 3M | +11.0% | -5.6% | +16.6% | +10.4% |
| 6M | +14.6% | -0.6% | +15.2% | +12.4% |
| YTD | +33.3% | +38.0% | -4.8% | +25.1% |
| 1Y | +37.9% | +87.2% | -49.4% | +23.9% |
| 3Y | +69.7% | +179.7% | -109.9% | +42.4% |
| 5Y | +190.2% | +241.7% | -51.6% | +133.9% |
| 10Y | +197.0% | +547.2% | -350.2% | +116.0% |
| All | +1,059.3% | +2,641.0% | -1,581.8% | +536.4% |
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