+1,041.3%
APH vs SHEL
+197.6%
+843.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -2.1% |
| 7D | +0.2% | +1.9% | -1.7% | -0.5% |
| 30D | -3.3% | +8.7% | -12.0% | -6.0% |
| 3M | +14.0% | +11.0% | +3.1% | +9.7% |
| 6M | +24.4% | +14.6% | +9.9% | +17.8% |
| YTD | +21.4% | +33.3% | -11.9% | +8.7% |
| 1Y | +48.9% | +37.9% | +11.1% | +31.7% |
| 3Y | +290.1% | +69.7% | +220.4% | +217.9% |
| 5Y | +352.8% | +190.2% | +162.7% | +194.6% |
| 10Y | +1,041.3% | +197.0% | +844.3% | +647.9% |
| All | +1,041.3% | +197.6% | +843.6% | +647.9% |
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