+197.0%
SHEL vs AVAV
+516.1%
-319.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +2.2% |
| 7D | +1.9% | +3.2% | -1.3% | +1.6% |
| 30D | +8.7% | -20.3% | +29.0% | +11.4% |
| 3M | +11.0% | -19.4% | +30.4% | +12.6% |
| 6M | +14.6% | -35.3% | +49.8% | +18.6% |
| YTD | +33.3% | -38.5% | +71.8% | +36.9% |
| 1Y | +37.9% | -37.2% | +75.1% | +39.9% |
| 3Y | +69.7% | +31.1% | +38.6% | +46.5% |
| 5Y | +190.2% | +41.0% | +149.1% | +137.5% |
| 10Y | +197.0% | +508.8% | -311.8% | +93.8% |
| All | +197.0% | +516.1% | -319.1% | +93.8% |
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