+86.8%
ACN vs SHEL
+211.3%
-124.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -7.9% | +3.9% | -11.8% | -8.9% |
| 30D | -1.1% | +7.0% | -8.0% | -3.0% |
| 3M | +5.6% | +12.5% | -6.9% | +2.0% |
| 6M | -9.9% | +14.8% | -24.7% | -13.7% |
| YTD | -32.3% | +34.2% | -66.5% | -38.3% |
| 1Y | -25.3% | +37.0% | -62.3% | -32.4% |
| 3Y | -42.3% | +70.9% | -113.1% | -51.7% |
| 5Y | -43.5% | +192.5% | -236.0% | -61.1% |
| All | +86.8% | +211.3% | -124.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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