+207.4%
SHEL vs AME
+427.9%
-220.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +7.0% | -8.6% | +15.6% | +12.0% |
| 3M | +12.5% | +5.8% | +6.7% | +8.2% |
| 6M | +14.8% | +3.8% | +10.9% | +10.5% |
| YTD | +34.2% | +14.4% | +19.7% | +21.8% |
| 1Y | +37.0% | +25.8% | +11.2% | +17.0% |
| 3Y | +70.9% | +55.2% | +15.7% | +24.2% |
| 5Y | +192.5% | +85.5% | +107.0% | +83.2% |
| All | +207.4% | +427.9% | -220.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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