-42.0%
ACN vs SHEL
+67.9%
-109.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -4.4% |
| 7D | -4.8% | +1.9% | -6.8% | -5.0% |
| 30D | +1.9% | +8.7% | -6.8% | +1.0% |
| 3M | +3.9% | +11.0% | -7.1% | +2.3% |
| 6M | -15.0% | +14.6% | -29.6% | -16.6% |
| YTD | -31.9% | +33.3% | -65.2% | -34.4% |
| 1Y | -28.5% | +37.9% | -66.4% | -31.6% |
| All | -42.0% | +67.9% | -109.9% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling