+2,460.3%
SHEL vs AEP
+2,223.4%
+236.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +2.2% | +1.8% | +0.5% | +1.6% |
| 30D | +6.8% | -0.8% | +7.7% | +7.1% |
| 3M | +8.1% | -1.8% | +9.9% | +8.6% |
| 6M | +14.4% | -5.4% | +19.8% | +16.2% |
| YTD | +30.0% | +10.4% | +19.5% | +24.8% |
| 1Y | +33.3% | +18.2% | +15.2% | +24.7% |
| 3Y | +66.4% | +79.0% | -12.5% | +32.2% |
| 5Y | +178.6% | +64.8% | +113.7% | +124.8% |
| 10Y | +198.4% | +170.8% | +27.6% | +93.3% |
| All | +2,460.3% | +2,223.4% | +236.9% | +795.8% |
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