+2,650.9%
SHEL vs AEP
+2,329.1%
+321.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | +2.9% | -2.1% | -0.2% |
| 30D | -3.6% | +3.2% | -6.8% | -4.7% |
| 3M | +12.0% | +3.8% | +8.2% | +10.5% |
| 6M | +19.7% | +2.5% | +17.2% | +18.3% |
| YTD | +39.6% | +15.5% | +24.2% | +32.0% |
| 1Y | +36.4% | +9.6% | +26.8% | +31.3% |
| 3Y | +70.2% | +91.2% | -21.0% | +32.2% |
| 5Y | +169.2% | +88.2% | +81.0% | +107.3% |
| 10Y | +217.1% | +205.1% | +12.0% | +96.6% |
| All | +2,650.9% | +2,329.1% | +321.8% | +847.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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