+213.9%
SHEL vs AVAV
+339.7%
-125.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.9% | +9.9% | -13.8% | -5.2% |
| 30D | -3.7% | -5.4% | +1.7% | -3.4% |
| 3M | +9.1% | -36.5% | +45.6% | +14.3% |
| 6M | +16.7% | -25.3% | +42.0% | +18.3% |
| YTD | +36.8% | -48.6% | +85.4% | +42.9% |
| 1Y | +31.8% | -62.1% | +93.9% | +43.1% |
| 3Y | +67.9% | +2.3% | +65.6% | +49.2% |
| 5Y | +163.3% | +35.4% | +128.0% | +113.5% |
| All | +213.9% | +339.7% | -125.9% | +117.8% |
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