+196.9%
SHEL vs AUR
-35.7%
+232.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.8% |
| 7D | +4.1% | +1.4% | +2.7% | +4.1% |
| 30D | +8.4% | -6.4% | +14.8% | +8.5% |
| 3M | +13.7% | +7.7% | +6.0% | +13.3% |
| 6M | +12.7% | +44.5% | -31.8% | +10.9% |
| YTD | +35.3% | +67.4% | -32.1% | +32.4% |
| 1Y | +39.4% | +15.4% | +23.9% | +37.8% |
| 3Y | +71.5% | +94.8% | -23.4% | +63.1% |
| 5Y | +195.0% | -35.1% | +230.1% | +166.6% |
| All | +196.9% | -35.7% | +232.6% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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