+210.0%
SHEL vs AZO
+296.8%
-86.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.1% | -3.6% | +7.7% | +5.1% |
| 30D | +8.4% | -5.6% | +13.9% | +9.9% |
| 3M | +13.7% | -6.6% | +20.4% | +15.3% |
| 6M | +12.7% | -22.5% | +35.2% | +19.8% |
| YTD | +35.3% | -15.2% | +50.5% | +39.7% |
| 1Y | +39.4% | -33.9% | +73.3% | +54.4% |
| 3Y | +71.5% | +11.8% | +59.7% | +58.3% |
| 5Y | +195.0% | +85.5% | +109.5% | +120.8% |
| All | +210.0% | +296.8% | -86.8% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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