+204.1%
SHEL vs AVAV
+423.1%
-219.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.6% | -12.8% | -1.6% |
| 7D | -5.8% | +3.2% | -8.9% | -6.3% |
| 30D | -1.3% | -7.4% | +6.1% | -0.8% |
| 3M | +12.7% | -32.0% | +44.7% | +17.1% |
| 6M | +19.9% | -24.6% | +44.4% | +21.4% |
| YTD | +38.3% | -47.5% | +85.8% | +44.0% |
| 1Y | +35.7% | -61.5% | +97.2% | +47.0% |
| 3Y | +71.7% | +5.5% | +66.2% | +52.1% |
| 5Y | +158.4% | +35.7% | +122.7% | +110.1% |
| 10Y | +204.1% | +379.1% | -175.0% | +117.7% |
| All | +204.1% | +423.1% | -219.1% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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