+1,623.2%
ACN vs SHEL
+477.1%
+1,146.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -5.1% |
| 7D | -4.8% | +1.9% | -6.8% | -5.6% |
| 30D | +1.9% | +8.7% | -6.8% | -1.3% |
| 3M | +3.9% | +11.0% | -7.1% | -0.2% |
| 6M | -15.0% | +14.6% | -29.6% | -19.6% |
| YTD | -31.9% | +33.3% | -65.2% | -39.5% |
| 1Y | -28.5% | +37.9% | -66.4% | -37.4% |
| 3Y | -41.9% | +69.7% | -111.6% | -53.8% |
| 5Y | -42.9% | +190.2% | -233.0% | -64.4% |
| 10Y | +88.7% | +197.0% | -108.3% | +6.7% |
| All | +1,623.2% | +477.1% | +1,146.1% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling