+210.0%
SHEL vs AEM
+378.0%
-168.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.6% |
| 7D | +4.1% | -2.1% | +6.2% | +4.4% |
| 30D | +8.4% | +8.4% | -0.1% | +6.9% |
| 3M | +13.7% | +27.3% | -13.6% | +9.1% |
| 6M | +12.7% | -9.7% | +22.4% | +13.5% |
| YTD | +35.3% | +19.0% | +16.4% | +29.7% |
| 1Y | +39.4% | +31.5% | +7.9% | +30.6% |
| 3Y | +71.5% | +338.7% | -267.2% | +27.8% |
| 5Y | +195.0% | +307.4% | -112.4% | +118.9% |
| All | +210.0% | +378.0% | -168.0% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling