+69.4%
SHEL vs AME
+55.9%
+13.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | +7.2% | -6.6% | +13.8% | +8.2% |
| 3M | +12.9% | +3.0% | +9.9% | +12.0% |
| 6M | +13.7% | +5.3% | +8.4% | +12.2% |
| YTD | +33.7% | +15.4% | +18.2% | +28.9% |
| 1Y | +37.9% | +26.8% | +11.1% | +29.8% |
| All | +69.4% | +55.9% | +13.5% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling