+220.3%
SHEL vs AME
+444.5%
-224.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.8% | +5.9% | -5.1% | -2.2% |
| 30D | -3.6% | -1.9% | -1.7% | -3.1% |
| 3M | +12.0% | -5.4% | +17.4% | +14.4% |
| 6M | +19.7% | +4.9% | +14.8% | +14.8% |
| YTD | +39.6% | +18.5% | +21.2% | +23.8% |
| 1Y | +36.4% | +25.5% | +11.0% | +16.9% |
| 3Y | +70.2% | +63.0% | +7.2% | +19.9% |
| 5Y | +169.2% | +78.3% | +90.9% | +74.4% |
| All | +220.3% | +444.5% | -224.1% | +13.3% |
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