+2,525.5%
SHEL vs AEM
+3,487.5%
-961.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.7% |
| 7D | +1.9% | +4.3% | -2.4% | +1.5% |
| 30D | +8.7% | +13.1% | -4.5% | +7.1% |
| 3M | +11.0% | +24.8% | -13.8% | +8.0% |
| 6M | +14.6% | -8.2% | +22.8% | +14.7% |
| YTD | +33.3% | +19.8% | +13.4% | +29.5% |
| 1Y | +37.9% | +32.1% | +5.8% | +32.3% |
| 3Y | +69.7% | +348.2% | -278.4% | +42.2% |
| 5Y | +190.2% | +297.5% | -107.3% | +143.6% |
| 10Y | +197.0% | +343.3% | -146.3% | +139.9% |
| All | +2,525.5% | +3,487.5% | -961.9% | +1,768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling