+33.3%
SHEL vs AEM
+40.5%
-7.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | +2.2% | -0.5% | +2.8% | +2.3% |
| 30D | +6.8% | +24.0% | -17.2% | +6.6% |
| 3M | +8.1% | +16.1% | -8.0% | +8.4% |
| 6M | +14.4% | -11.6% | +26.0% | +16.4% |
| YTD | +30.0% | +21.5% | +8.4% | +30.7% |
| 1Y | +33.3% | +39.2% | -5.9% | +36.9% |
| All | +33.3% | +40.5% | -7.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling