+192.5%
SHEL vs AEM
+294.2%
-101.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +3.9% | -5.0% | +9.0% | +4.6% |
| 30D | +7.0% | +8.5% | -1.5% | +5.6% |
| 3M | +12.5% | +29.3% | -16.8% | +8.1% |
| 6M | +14.8% | -12.9% | +27.7% | +16.5% |
| YTD | +34.2% | +16.8% | +17.4% | +29.2% |
| 1Y | +37.0% | +29.8% | +7.2% | +28.7% |
| 3Y | +70.9% | +336.7% | -265.8% | +23.8% |
| 5Y | +192.5% | +299.9% | -107.4% | +120.2% |
| All | +192.5% | +294.2% | -101.6% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling